-2.7%
AWK vs UEC
+39.8%
-42.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | 0.0% | +0.6% | -0.5% | 0.0% |
| 30D | +15.5% | -18.1% | +33.6% | +15.7% |
| 3M | +10.0% | -36.9% | +46.9% | +10.5% |
| 6M | +20.4% | -56.1% | +76.5% | +21.6% |
| YTD | +17.1% | -38.1% | +55.2% | +16.9% |
| 1Y | +18.3% | -41.7% | +59.9% | +18.2% |
| 3Y | +30.4% | +28.2% | +2.2% | +23.0% |
| 5Y | -2.7% | +31.7% | -34.4% | -9.8% |
| All | -2.7% | +39.8% | -42.5% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling