+90.1%
ALLE vs UEC
+27.4%
+62.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.2% |
| 7D | +0.1% | -5.2% | +5.2% | +0.3% |
| 30D | +25.9% | -22.0% | +47.9% | +27.5% |
| 3M | +14.9% | -37.0% | +51.9% | +17.7% |
| 6M | +42.1% | -52.7% | +94.8% | +47.1% |
| YTD | +20.4% | -38.6% | +59.0% | +22.4% |
| 1Y | +14.9% | -44.6% | +59.4% | +17.2% |
| 3Y | +90.1% | +27.1% | +63.0% | +73.7% |
| All | +90.1% | +27.4% | +62.7% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling