+132.1%
AWK vs UEC
+939.6%
-807.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | -0.7% | -4.3% | +3.5% | -0.6% |
| 30D | +2.8% | -3.8% | +6.6% | +2.8% |
| 3M | +11.3% | +17.0% | -5.7% | +10.5% |
| 6M | +6.7% | -23.9% | +30.6% | +7.1% |
| YTD | +9.4% | -5.7% | +15.0% | +8.5% |
| 1Y | +3.7% | -12.5% | +16.3% | +2.7% |
| 3Y | +9.2% | +136.5% | -127.3% | +0.6% |
| 5Y | -15.7% | +243.3% | -259.0% | -26.4% |
| All | +132.1% | +939.6% | -807.6% | +75.6% |
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 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