-90.7%
AIG vs UEC
+74.4%
-165.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -1.4% | -0.2% | -1.3% | -1.4% |
| 30D | -3.3% | +1.9% | -5.3% | -3.9% |
| 3M | +2.2% | +8.9% | -6.7% | 0.0% |
| 6M | -2.1% | -14.5% | +12.3% | -2.4% |
| YTD | -11.2% | -0.7% | -10.5% | -14.3% |
| 1Y | -2.1% | -4.1% | +1.9% | -6.7% |
| 3Y | +34.4% | +148.9% | -114.6% | +5.8% |
| 5Y | +53.7% | +300.0% | -246.3% | +3.4% |
| 10Y | +64.4% | +994.3% | -929.9% | -19.9% |
| All | -90.7% | +74.4% | -165.2% | -96.9% |
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