+12.3%
XLI vs UAL
+22.8%
-10.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -2.7% |
| 7D | +0.6% | +11.9% | -11.3% | -1.9% |
| 30D | -0.4% | +5.2% | -5.6% | -1.6% |
| 3M | -8.8% | -12.7% | +3.9% | -6.4% |
| 6M | -0.4% | +28.5% | -28.9% | -6.4% |
| YTD | +10.1% | +3.5% | +6.6% | +6.0% |
| 1Y | +12.3% | +27.5% | -15.2% | +4.1% |
| All | +12.3% | +22.8% | -10.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling