+74.0%
ALB vs UEC
+885.8%
-811.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.2% | +1.7% | -2.4% |
| 7D | -6.6% | -9.4% | +2.8% | -4.7% |
| 30D | -8.1% | -8.0% | -0.1% | -6.9% |
| 3M | -25.7% | -1.7% | -24.0% | -25.9% |
| 6M | -29.5% | -26.1% | -3.3% | -26.5% |
| YTD | -16.2% | -10.5% | -5.7% | -16.4% |
| 1Y | +59.2% | -13.3% | +72.5% | +57.3% |
| 3Y | -33.7% | +116.4% | -150.1% | -48.6% |
| 5Y | -48.1% | +225.5% | -273.7% | -65.2% |
| All | +74.0% | +885.8% | -811.8% | -14.2% |
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 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