+628.3%
AGNC vs UEC
+354.3%
+273.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.1% |
| 7D | -4.7% | -9.4% | +4.8% | -4.2% |
| 30D | -5.7% | -8.0% | +2.3% | -5.3% |
| 3M | +1.9% | -1.7% | +3.6% | +1.7% |
| 6M | +1.8% | -26.1% | +27.9% | +2.8% |
| YTD | +3.4% | -10.5% | +14.0% | +3.0% |
| 1Y | +13.6% | -13.3% | +26.9% | +12.7% |
| 3Y | +60.4% | +116.4% | -56.0% | +47.9% |
| 5Y | +27.0% | +225.5% | -198.6% | +11.5% |
| 10Y | +83.1% | +885.8% | -802.8% | +44.4% |
| All | +628.3% | +354.3% | +273.9% | +409.2% |
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