+333.0%
APP vs UEC
+274.7%
+58.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | +0.9% | -6.9% | +7.8% | +2.9% |
| 30D | -23.3% | +7.6% | -30.9% | -25.4% |
| 3M | -42.6% | -18.4% | -24.3% | -40.4% |
| 6M | -33.6% | -23.3% | -10.3% | -31.4% |
| YTD | -52.4% | -1.2% | -51.2% | -54.8% |
| 1Y | -35.9% | +2.3% | -38.2% | -41.1% |
| 3Y | +642.2% | +162.3% | +479.9% | +374.2% |
| All | +333.0% | +274.7% | +58.3% | +143.9% |
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 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