+930.0%
APH vs UEC
+616.1%
+313.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.3% | -1.5% |
| 7D | +4.9% | -3.8% | +8.6% | +5.4% |
| 30D | -5.4% | -13.5% | +8.1% | -3.4% |
| 3M | -5.5% | -40.5% | +35.0% | +1.1% |
| 6M | +25.9% | -56.7% | +82.6% | +39.2% |
| YTD | +16.4% | -43.0% | +59.3% | +22.5% |
| 1Y | +16.5% | -42.5% | +59.0% | +22.2% |
| 3Y | +270.9% | +11.6% | +259.3% | +241.4% |
| 5Y | +289.5% | +21.8% | +267.7% | +232.4% |
| All | +930.0% | +616.1% | +313.9% | +538.0% |
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