-39.5%
AA vs UEC
+8.7%
-48.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.5% |
| 7D | +1.1% | +0.6% | +0.6% | +1.0% |
| 30D | -1.3% | -18.1% | +16.9% | +2.5% |
| 3M | -23.9% | -36.9% | +13.0% | -17.2% |
| 6M | -36.8% | -56.1% | +19.3% | -26.9% |
| YTD | -22.2% | -38.1% | +15.9% | -16.8% |
| 1Y | +10.4% | -41.7% | +52.0% | +18.9% |
| 3Y | +72.0% | +28.2% | +43.8% | +50.3% |
| 5Y | -15.6% | +31.7% | -47.3% | -31.1% |
| 10Y | +47.8% | +685.9% | -638.1% | -22.2% |
| All | -39.5% | +8.7% | -48.2% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling