+278.0%
APH vs UEC
+27.4%
+250.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +0.2% |
| 7D | -5.0% | -5.2% | +0.1% | -4.0% |
| 30D | -8.4% | -22.0% | +13.6% | -4.2% |
| 3M | -4.5% | -37.0% | +32.5% | +3.0% |
| 6M | +25.3% | -52.7% | +78.0% | +39.9% |
| YTD | +18.9% | -38.6% | +57.5% | +24.7% |
| 1Y | +11.9% | -44.6% | +56.5% | +19.1% |
| 3Y | +278.0% | +27.1% | +250.8% | +232.2% |
| All | +278.0% | +27.4% | +250.6% | +232.2% |
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