+356.8%
ACWI vs UEC
+307.8%
+49.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.5% | -6.9% | +7.4% | +1.2% |
| 30D | +0.9% | +7.6% | -6.8% | 0.0% |
| 3M | +2.4% | -18.4% | +20.8% | +3.7% |
| 6M | +12.4% | -23.3% | +35.6% | +13.7% |
| YTD | +15.2% | -1.2% | +16.4% | +13.2% |
| 1Y | +22.7% | +2.3% | +20.4% | +19.1% |
| 3Y | +75.8% | +162.3% | -86.5% | +50.6% |
| 5Y | +67.7% | +287.2% | -219.5% | +31.5% |
| 10Y | +229.0% | +1,009.6% | -780.6% | +108.8% |
| All | +356.8% | +307.8% | +49.0% | +135.4% |
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