-7.6%
ALC vs UEC
+21.1%
-28.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.2% | +3.3% |
| 7D | -1.1% | -3.8% | +2.7% | -0.9% |
| 30D | +16.0% | -13.5% | +29.6% | +16.9% |
| 3M | +0.8% | -40.5% | +41.3% | +3.9% |
| 6M | +16.8% | -56.7% | +73.5% | +22.3% |
| YTD | -5.5% | -43.0% | +37.5% | -4.1% |
| 1Y | -5.3% | -42.5% | +37.3% | -4.3% |
| 3Y | +4.1% | +11.6% | -7.5% | -6.1% |
| All | -7.6% | +21.1% | -28.7% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling