+73.7%
UAL vs XME
+260.6%
-186.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -0.5% |
| 7D | -3.0% | +0.3% | -3.4% | -3.2% |
| 30D | +10.5% | -6.1% | +16.6% | +15.7% |
| 3M | -13.5% | -18.6% | +5.1% | +0.4% |
| 6M | +14.2% | -23.9% | +38.1% | +37.6% |
| YTD | -2.2% | -9.3% | +7.1% | +0.8% |
| 1Y | +12.5% | +1.8% | +10.7% | +5.6% |
| 3Y | +186.8% | +93.0% | +93.8% | +58.3% |
| 5Y | +119.4% | +107.0% | +12.4% | +7.1% |
| All | +73.7% | +260.6% | -186.9% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling