-9.0%
ALLY vs UEC
+21.1%
-30.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | +0.4% | -3.8% | +4.1% | +0.8% |
| 30D | +5.2% | -13.5% | +18.7% | +6.8% |
| 3M | -13.3% | -40.5% | +27.2% | -8.1% |
| 6M | -6.7% | -56.7% | +50.0% | +2.1% |
| YTD | -12.8% | -43.0% | +30.1% | -9.7% |
| 1Y | +0.7% | -42.5% | +43.2% | +3.7% |
| 3Y | +65.2% | +11.6% | +53.7% | +43.5% |
| All | -9.0% | +21.1% | -30.1% | -26.7% |
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 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