+355.9%
APH vs UEC
+274.7%
+81.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +5.0% | -6.9% | +11.9% | +6.0% |
| 30D | -3.9% | +7.6% | -11.5% | -5.2% |
| 3M | +13.0% | -18.4% | +31.4% | +15.1% |
| 6M | +25.2% | -23.3% | +48.4% | +27.3% |
| YTD | +22.9% | -1.2% | +24.1% | +19.9% |
| 1Y | +47.8% | +2.3% | +45.5% | +41.9% |
| 3Y | +283.0% | +162.3% | +120.7% | +211.0% |
| All | +355.9% | +274.7% | +81.3% | +245.7% |
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 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