+883.4%
APH vs UEC
+704.7%
+178.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +3.2% |
| 7D | -5.9% | -10.2% | +4.3% | -4.4% |
| 30D | -14.8% | -26.9% | +12.1% | -11.0% |
| 3M | -12.4% | -35.7% | +23.3% | -7.3% |
| 6M | +8.1% | -56.1% | +64.2% | +19.1% |
| YTD | +10.9% | -40.8% | +51.7% | +16.2% |
| 1Y | +8.8% | -43.4% | +52.1% | +14.3% |
| 3Y | +262.1% | +25.4% | +236.7% | +228.4% |
| 5Y | +283.1% | +51.1% | +232.0% | +218.3% |
| All | +883.4% | +704.7% | +178.7% | +511.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling