+154.0%
XEL vs UAL
+98.4%
+55.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.9% | -1.1% | +2.0% | +1.0% |
| 30D | -0.9% | -13.4% | +12.6% | -0.2% |
| 3M | -1.4% | -2.3% | +0.9% | -1.4% |
| 6M | -5.8% | +13.3% | -19.1% | -6.7% |
| YTD | +4.7% | -4.2% | +8.9% | +4.5% |
| 1Y | +9.1% | +1.4% | +7.7% | +8.3% |
| 3Y | +47.8% | +125.8% | -78.0% | +38.0% |
| 5Y | +29.0% | +130.0% | -101.0% | +18.8% |
| 10Y | +154.0% | +104.2% | +49.8% | +126.4% |
| All | +154.0% | +98.4% | +55.6% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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