+9.7%
AWK vs UEC
+156.3%
-146.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.3% | -0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +2.3% |
| 30D | +4.4% | +5.6% | -1.2% | +4.7% |
| 3M | +15.4% | -5.7% | +21.1% | +15.6% |
| 6M | +3.5% | -8.0% | +11.6% | +3.9% |
| YTD | +9.8% | +1.8% | +8.0% | +10.8% |
| 1Y | +3.0% | +0.6% | +2.4% | +4.2% |
| 3Y | +9.7% | +155.2% | -145.5% | +7.2% |
| All | +9.7% | +156.3% | -146.6% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling