+100.2%
UAL vs XME
+294.4%
-194.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +2.6% |
| 7D | +10.2% | +0.9% | +9.3% | +9.4% |
| 30D | +12.0% | -7.3% | +19.3% | +18.5% |
| 3M | -7.1% | -14.8% | +7.7% | +4.0% |
| 6M | +20.9% | -18.4% | +39.3% | +37.8% |
| YTD | +7.7% | -4.7% | +12.3% | +6.8% |
| 1Y | +23.6% | +5.7% | +17.9% | +12.6% |
| 3Y | +222.6% | +104.0% | +118.6% | +70.5% |
| 5Y | +127.9% | +122.4% | +5.5% | +4.8% |
| 10Y | +100.2% | +285.4% | -185.2% | -51.3% |
| All | +100.2% | +294.4% | -194.2% | -51.3% |
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