+807.0%
XEL vs UAL
+270.3%
+536.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.7% | +12.5% | -10.7% | +1.0% |
| 30D | +8.6% | +12.2% | -3.6% | +7.8% |
| 3M | +5.1% | -2.6% | +7.7% | +5.1% |
| 6M | +2.5% | +21.1% | -18.6% | +1.1% |
| YTD | +11.0% | +7.8% | +3.2% | +9.9% |
| 1Y | +2.7% | +25.4% | -22.7% | +0.8% |
| 3Y | +49.7% | +217.3% | -167.6% | +37.1% |
| 5Y | +46.1% | +132.9% | -86.8% | +34.6% |
| 10Y | +181.5% | +101.1% | +80.4% | +150.2% |
| All | +807.0% | +270.3% | +536.7% | +609.1% |
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