+11.3%
UAL vs XME
+0.8%
+10.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -4.9% |
| 7D | +0.7% | +5.3% | -4.7% | -1.9% |
| 30D | +7.8% | -8.2% | +16.0% | +12.5% |
| 3M | -11.1% | -18.4% | +7.3% | -1.8% |
| 6M | +16.1% | -22.8% | +38.9% | +30.2% |
| YTD | -0.5% | -7.9% | +7.4% | -2.6% |
| 1Y | +11.3% | -0.9% | +12.1% | +3.3% |
| All | +11.3% | +0.8% | +10.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling