+132.3%
AA vs UEC
+908.7%
-776.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.3% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | -1.6% | +1.9% | -3.5% | -2.4% |
| 3M | -29.8% | +8.9% | -38.7% | -32.0% |
| 6M | -16.6% | -14.5% | -2.2% | -15.5% |
| YTD | -4.0% | -0.7% | -3.4% | -7.3% |
| 1Y | +63.5% | -4.1% | +67.6% | +55.6% |
| 3Y | +86.8% | +148.9% | -62.2% | +26.9% |
| 5Y | +12.4% | +300.0% | -287.6% | -38.7% |
| 10Y | +132.3% | +994.3% | -862.0% | -16.2% |
| All | +132.3% | +908.7% | -776.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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