+969.7%
AWK vs UEC
+380.8%
+588.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.7% | -6.9% | +8.7% | +2.0% |
| 30D | +5.6% | +7.6% | -2.1% | +5.2% |
| 3M | +15.9% | -18.4% | +34.2% | +16.3% |
| 6M | +4.6% | -23.3% | +27.8% | +4.9% |
| YTD | +10.1% | -1.2% | +11.2% | +9.0% |
| 1Y | +2.1% | +2.3% | -0.2% | +0.5% |
| 3Y | +9.8% | +162.3% | -152.4% | +1.9% |
| 5Y | -15.4% | +287.2% | -302.6% | -24.8% |
| 10Y | +129.4% | +1,009.6% | -880.2% | +81.9% |
| All | +969.7% | +380.8% | +588.8% | +723.9% |
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