+228.0%
XLI vs UAL
+99.5%
+128.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.5% | +12.5% | -14.0% | -4.3% |
| 30D | -0.3% | +12.2% | -12.5% | -3.2% |
| 3M | -8.4% | -2.6% | -5.8% | -8.2% |
| 6M | -2.1% | +21.1% | -23.1% | -7.4% |
| YTD | +9.6% | +7.8% | +1.8% | +5.5% |
| 1Y | +10.7% | +25.4% | -14.7% | +2.5% |
| 3Y | +71.6% | +217.3% | -145.8% | +20.1% |
| 5Y | +70.8% | +132.9% | -62.1% | +23.6% |
| 10Y | +228.0% | +101.1% | +126.8% | +132.8% |
| All | +228.0% | +99.5% | +128.4% | +132.8% |
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