+164.5%
ACGL vs UEC
+274.7%
-110.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.7% | -6.9% | +6.2% | -0.6% |
| 30D | -1.0% | +7.6% | -8.6% | -1.3% |
| 3M | +11.0% | -18.4% | +29.4% | +11.5% |
| 6M | -0.3% | -23.3% | +22.9% | 0.0% |
| YTD | +2.3% | -1.2% | +3.5% | +1.2% |
| 1Y | +6.4% | +2.3% | +4.1% | +4.5% |
| 3Y | +34.0% | +162.3% | -128.3% | +22.2% |
| All | +164.5% | +274.7% | -110.1% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling