+123.4%
ALLY vs UEC
+563.2%
-439.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +3.7% | -6.9% | +10.6% | +4.6% |
| 30D | -2.3% | +7.6% | -9.9% | -3.5% |
| 3M | +3.8% | -18.4% | +22.2% | +5.5% |
| 6M | +9.7% | -23.3% | +33.0% | +11.4% |
| YTD | -1.4% | -1.2% | -0.2% | -4.0% |
| 1Y | +8.2% | +2.3% | +5.9% | +3.4% |
| 3Y | +66.5% | +162.3% | -95.8% | +32.9% |
| 5Y | +1.2% | +287.2% | -286.0% | -28.4% |
| 10Y | +191.4% | +1,009.6% | -818.2% | +57.9% |
| All | +123.4% | +563.2% | -439.8% | +16.4% |
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