+32.7%
ACGL vs UEC
+20.6%
+12.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | 0.0% |
| 7D | -1.2% | +4.9% | -6.1% | -1.1% |
| 30D | +12.8% | -17.5% | +30.3% | +12.6% |
| 3M | +12.3% | -40.1% | +52.4% | +11.7% |
| 6M | +15.8% | -56.1% | +72.0% | +15.4% |
| YTD | +13.9% | -41.8% | +55.7% | +12.8% |
| 1Y | +19.0% | -44.8% | +63.8% | +18.0% |
| All | +32.7% | +20.6% | +12.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling