+907.8%
ALM vs UEC
+37.5%
+870.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.1% | -2.0% | +4.5% |
| 7D | +0.7% | +1.5% | -0.7% | +0.2% |
| 30D | -26.1% | -17.1% | -9.0% | -21.2% |
| 3M | -38.1% | -32.3% | -5.8% | -29.4% |
| 6M | -55.4% | -49.7% | -5.7% | -44.5% |
| YTD | -0.4% | -34.8% | +34.4% | +17.7% |
| 1Y | +25.4% | -37.5% | +62.9% | +48.5% |
| 3Y | +907.8% | +37.1% | +870.7% | +920.8% |
| All | +907.8% | +37.5% | +870.2% | +920.8% |
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