+163.9%
XLE vs UAL
+106.7%
+57.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.0% |
| 7D | -7.9% | +10.2% | -18.1% | -10.1% |
| 30D | -4.8% | +12.0% | -16.8% | -7.7% |
| 3M | +8.4% | -7.1% | +15.4% | +9.2% |
| 6M | +12.7% | +20.9% | -8.2% | +5.1% |
| YTD | +41.3% | +7.7% | +33.6% | +33.2% |
| 1Y | +42.3% | +23.6% | +18.7% | +28.9% |
| 3Y | +65.1% | +222.6% | -157.5% | +6.3% |
| 5Y | +150.2% | +127.9% | +22.2% | +67.5% |
| 10Y | +163.9% | +100.2% | +63.7% | +63.6% |
| All | +163.9% | +106.7% | +57.2% | +63.6% |
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