+75.2%
AGG vs UEC
+74.4%
+0.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -0.2% | +1.9% | -2.2% | -0.2% |
| 3M | -0.7% | +8.9% | -9.6% | -0.7% |
| 6M | -1.8% | -14.5% | +12.7% | -1.8% |
| YTD | -0.6% | -0.7% | +0.1% | -0.6% |
| 1Y | +0.4% | -4.1% | +4.4% | +0.3% |
| 3Y | +13.2% | +148.9% | -135.8% | +12.9% |
| 5Y | -2.0% | +300.0% | -302.0% | -2.4% |
| 10Y | +15.1% | +994.3% | -979.3% | +14.2% |
| All | +75.2% | +74.4% | +0.8% | +70.2% |
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