-18.4%
APTV vs UEC
+885.8%
-904.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +0.5% |
| 7D | -5.0% | -9.4% | +4.4% | -3.6% |
| 30D | -6.1% | -8.0% | +1.9% | -5.2% |
| 3M | -33.0% | -1.7% | -31.3% | -33.5% |
| 6M | -35.2% | -26.1% | -9.1% | -33.4% |
| YTD | -40.1% | -10.5% | -29.6% | -41.2% |
| 1Y | -45.6% | -13.3% | -32.3% | -47.3% |
| 3Y | -54.4% | +116.4% | -170.7% | -64.9% |
| 5Y | -68.9% | +225.5% | -294.4% | -79.8% |
| All | -18.4% | +885.8% | -904.3% | -66.9% |
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