+176.0%
ALLY vs UEC
+696.7%
-520.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.4% |
| 7D | -0.7% | -5.2% | +4.5% | -0.1% |
| 30D | +1.1% | -22.0% | +23.1% | +4.4% |
| 3M | -13.2% | -37.0% | +23.8% | -8.1% |
| 6M | -13.5% | -52.7% | +39.2% | -5.7% |
| YTD | -14.3% | -38.6% | +24.3% | -11.6% |
| 1Y | -1.1% | -44.6% | +43.4% | +3.0% |
| 3Y | +62.0% | +27.1% | +34.9% | +38.8% |
| 5Y | -9.6% | +37.9% | -47.5% | -29.6% |
| 10Y | +176.0% | +631.6% | -455.7% | +40.9% |
| All | +176.0% | +696.7% | -520.7% | +40.9% |
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 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