+520.8%
APP vs UEC
+147.6%
+373.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +48.9% | +0.6% | +48.4% | +47.7% |
| 30D | +49.4% | -18.1% | +67.6% | +56.2% |
| 3M | +27.0% | -36.9% | +63.9% | +40.8% |
| 6M | -15.4% | -56.1% | +40.7% | +1.7% |
| YTD | -39.9% | -38.1% | -1.8% | -36.0% |
| 1Y | -32.0% | -41.7% | +9.7% | -26.6% |
| 3Y | +824.3% | +28.2% | +796.2% | +631.4% |
| 5Y | +252.4% | +31.7% | +220.7% | +142.4% |
| All | +520.8% | +147.6% | +373.2% | +265.8% |
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