+266.5%
UAL vs XME
+242.3%
+24.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.1% |
| 3M | +6.1% | -7.7% | +13.9% | +10.1% |
| 6M | +10.8% | +1.0% | +9.9% | +8.9% |
| YTD | -0.4% | +14.6% | -15.0% | -9.5% |
| 1Y | +5.0% | +46.0% | -40.9% | -17.4% |
| 3Y | +124.0% | +127.0% | -3.0% | +38.0% |
| 5Y | +141.0% | +175.8% | -34.8% | +30.0% |
| 10Y | +118.0% | +414.6% | -296.6% | -15.0% |
| All | +266.5% | +242.3% | +24.2% | +19.3% |
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 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