+133.6%
UAL vs XME
+134.1%
-0.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | -16.1% | +6.0% | -22.1% | -19.8% |
| 3M | +6.1% | -7.7% | +13.9% | +11.2% |
| 6M | +10.8% | +1.0% | +9.9% | +7.7% |
| YTD | -0.4% | +14.6% | -15.0% | -13.8% |
| 1Y | +5.0% | +46.0% | -40.9% | -27.3% |
| All | +133.6% | +134.1% | -0.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling