+750.3%
XEL vs UAL
+242.1%
+508.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -1.9% | -16.1% | +14.2% | -1.0% |
| 3M | -1.9% | +6.1% | -8.0% | -2.4% |
| 6M | -7.4% | +10.8% | -18.3% | -8.3% |
| YTD | +4.1% | -0.4% | +4.4% | +3.6% |
| 1Y | +8.0% | +5.0% | +3.0% | +7.0% |
| 3Y | +48.4% | +124.0% | -75.6% | +38.7% |
| 5Y | +27.2% | +141.0% | -113.7% | +16.9% |
| 10Y | +146.8% | +118.0% | +28.8% | +118.4% |
| All | +750.3% | +242.1% | +508.2% | +568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling