+32.0%
ALC vs UEC
+394.8%
-362.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.1% | -9.8% | -0.6% |
| 7D | +2.1% | +1.5% | +0.6% | +1.8% |
| 30D | +17.2% | -17.1% | +34.3% | +18.7% |
| 3M | +4.6% | -32.3% | +37.0% | +7.5% |
| 6M | +20.1% | -49.7% | +69.8% | +25.5% |
| YTD | -4.2% | -34.8% | +30.6% | -3.3% |
| 1Y | +2.1% | -37.5% | +39.6% | +3.0% |
| 3Y | +4.5% | +37.1% | -32.6% | -7.3% |
| 5Y | -12.3% | +44.3% | -56.7% | -27.1% |
| All | +32.0% | +394.8% | -362.8% | -22.7% |
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