+120.4%
AS vs UEC
+46.1%
+74.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -4.9% | -6.9% | +2.0% | -3.8% |
| 30D | -19.6% | +7.6% | -27.3% | -20.8% |
| 3M | -14.4% | -18.4% | +4.0% | -12.7% |
| 6M | -20.1% | -23.3% | +3.1% | -18.6% |
| YTD | -20.9% | -1.2% | -19.7% | -23.7% |
| 1Y | -21.9% | +2.3% | -24.2% | -26.6% |
| All | +120.4% | +46.1% | +74.3% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling