+83.7%
XLI vs UAL
+138.5%
-54.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -5.9% | -16.1% | +10.2% | -2.5% |
| 3M | -0.3% | +6.1% | -6.4% | -1.9% |
| 6M | +0.1% | +10.8% | -10.7% | -3.0% |
| YTD | +13.6% | -0.4% | +14.0% | +12.0% |
| 1Y | +17.2% | +5.0% | +12.2% | +13.7% |
| 3Y | +68.2% | +124.0% | -55.8% | +32.5% |
| All | +83.7% | +138.5% | -54.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling