+64.2%
AIG vs UEC
+885.8%
-821.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +1.0% |
| 7D | -1.2% | -9.4% | +8.3% | -0.1% |
| 30D | -1.1% | -8.0% | +6.9% | -0.5% |
| 3M | +0.7% | -1.7% | +2.4% | +0.1% |
| 6M | -2.2% | -26.1% | +24.0% | -0.8% |
| YTD | -10.8% | -10.5% | -0.3% | -12.7% |
| 1Y | -2.0% | -13.3% | +11.3% | -5.2% |
| 3Y | +34.8% | +116.4% | -81.5% | +8.6% |
| 5Y | +55.0% | +225.5% | -170.5% | +7.3% |
| All | +64.2% | +885.8% | -821.7% | -22.6% |
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