+1,251.5%
ACGL vs UEC
+73.5%
+1,178.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.7% | -6.9% | +6.2% | -0.4% |
| 30D | -1.0% | +7.6% | -8.6% | -1.5% |
| 3M | +11.0% | -18.4% | +29.4% | +11.7% |
| 6M | -0.3% | -23.3% | +22.9% | +0.1% |
| YTD | +2.3% | -1.2% | +3.5% | +0.9% |
| 1Y | +6.4% | +2.3% | +4.1% | +4.0% |
| 3Y | +34.0% | +162.3% | -128.3% | +21.1% |
| 5Y | +161.6% | +287.2% | -125.6% | +122.7% |
| 10Y | +278.6% | +1,009.6% | -731.0% | +184.0% |
| All | +1,251.5% | +73.5% | +1,178.0% | +834.5% |
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