+949.3%
APO vs UEC
+908.7%
+40.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.4% | +1.9% | -2.3% | -0.9% |
| 3M | -0.9% | +8.9% | -9.8% | -2.9% |
| 6M | +22.1% | -14.5% | +36.6% | +22.1% |
| YTD | -8.4% | -0.7% | -7.7% | -11.4% |
| 1Y | -0.9% | -4.1% | +3.1% | -5.2% |
| 3Y | +56.1% | +148.9% | -92.8% | +22.7% |
| 5Y | +136.0% | +300.0% | -164.0% | +60.7% |
| 10Y | +949.3% | +994.3% | -45.0% | +382.9% |
| All | +949.3% | +908.7% | +40.6% | +382.9% |
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 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