+358.4%
AVAV vs UEC
+704.7%
-346.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +6.8% | +3.7% | +9.1% |
| 7D | -10.6% | -10.2% | -0.3% | -8.4% |
| 30D | -18.8% | -26.9% | +8.1% | -13.5% |
| 3M | -34.1% | -35.7% | +1.6% | -28.4% |
| 6M | -35.3% | -56.1% | +20.8% | -25.0% |
| YTD | -53.4% | -40.8% | -12.6% | -49.1% |
| 1Y | -65.6% | -43.4% | -22.3% | -62.2% |
| 3Y | -5.1% | +25.4% | -30.4% | -14.7% |
| 5Y | +18.5% | +51.1% | -32.6% | -4.4% |
| All | +358.4% | +704.7% | -346.3% | +187.8% |
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