+271.0%
UAL vs XME
+169.9%
+101.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.3% | +0.1% |
| 7D | +8.2% | -4.5% | +12.6% | +10.9% |
| 30D | +2.3% | -10.9% | +13.2% | +9.1% |
| 3M | -12.7% | -15.3% | +2.6% | -4.8% |
| 6M | +12.7% | -24.6% | +37.3% | +30.3% |
| YTD | +0.8% | -9.6% | +10.5% | +4.4% |
| 1Y | +17.8% | +2.9% | +14.9% | +13.2% |
| 3Y | +206.7% | +86.9% | +119.8% | +110.3% |
| 5Y | +113.9% | +115.2% | -1.3% | +32.8% |
| 10Y | +97.0% | +305.7% | -208.7% | -12.0% |
| All | +271.0% | +169.9% | +101.1% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling