+416.0%
AAOI vs UEC
+885.8%
-469.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.2% | +7.2% | +3.5% |
| 7D | -0.2% | -9.4% | +9.3% | +2.8% |
| 30D | -23.7% | -8.0% | -15.7% | -22.3% |
| 3M | -39.0% | -1.7% | -37.3% | -38.5% |
| 6M | -17.0% | -26.1% | +9.1% | -9.8% |
| YTD | +202.2% | -10.5% | +212.8% | +213.4% |
| 1Y | +292.4% | -13.3% | +305.7% | +303.9% |
| 3Y | +804.4% | +116.4% | +688.0% | +611.8% |
| 5Y | +1,318.0% | +225.5% | +1,092.5% | +839.1% |
| All | +416.0% | +885.8% | -469.9% | +131.3% |
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