+211.7%
AEP vs UEC
+616.1%
-404.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +2.9% | -3.8% | +6.6% | +3.0% |
| 30D | +3.2% | -13.5% | +16.7% | +3.6% |
| 3M | +3.8% | -40.5% | +44.3% | +5.2% |
| 6M | +2.5% | -56.7% | +59.2% | +4.7% |
| YTD | +15.5% | -43.0% | +58.5% | +16.4% |
| 1Y | +9.6% | -42.5% | +52.1% | +10.4% |
| 3Y | +91.2% | +11.6% | +79.6% | +85.1% |
| 5Y | +88.2% | +21.8% | +66.4% | +77.4% |
| All | +211.7% | +616.1% | -404.5% | +153.4% |
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 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