+948.2%
ALM vs UEC
+267.5%
+680.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.6% | -6.9% | +4.3% | -1.3% |
| 30D | +32.0% | +7.6% | +24.4% | +30.0% |
| 3M | -15.0% | -18.4% | +3.3% | -12.1% |
| 6M | -10.1% | -23.3% | +13.1% | -6.5% |
| YTD | +99.4% | -1.2% | +100.6% | +102.6% |
| 1Y | +316.4% | +2.3% | +314.0% | +323.0% |
| 3Y | +2,022.0% | +162.3% | +1,859.7% | +1,889.0% |
| All | +948.2% | +267.5% | +680.7% | +876.9% |
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 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