+666.5%
AFL vs UEC
+78.8%
+587.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.8% | -2.0% |
| 7D | -0.7% | +2.6% | -3.3% | -1.0% |
| 30D | -7.1% | +5.6% | -12.7% | -7.8% |
| 3M | +0.4% | -5.7% | +6.1% | +0.1% |
| 6M | +4.5% | -8.0% | +12.6% | +3.5% |
| YTD | +6.1% | +1.8% | +4.3% | +3.3% |
| 1Y | +10.6% | +0.6% | +10.0% | +6.6% |
| 3Y | +64.0% | +155.2% | -91.1% | +38.1% |
| 5Y | +133.7% | +305.8% | -172.1% | +75.6% |
| 10Y | +298.0% | +943.0% | -645.0% | +137.3% |
| All | +666.5% | +78.8% | +587.7% | +289.4% |
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