+96.8%
ALLY vs UEC
+297.7%
-200.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -2.6% |
| 7D | +0.9% | -10.2% | +11.2% | +2.2% |
| 30D | +3.1% | -26.9% | +30.0% | +7.0% |
| 3M | -12.6% | -35.7% | +23.1% | -8.2% |
| 6M | -12.4% | -56.1% | +43.7% | -4.4% |
| YTD | -13.2% | -40.8% | +27.6% | -10.1% |
| 1Y | +1.8% | -43.4% | +45.2% | +5.5% |
| 3Y | +58.0% | +25.4% | +32.6% | +38.8% |
| 5Y | -8.4% | +51.1% | -59.5% | -26.7% |
| 10Y | +195.3% | +695.4% | -500.1% | +67.8% |
| All | +96.8% | +297.7% | -200.9% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling