+448.7%
AXP vs UEC
+704.7%
-256.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -2.1% |
| 7D | +0.6% | -10.2% | +10.8% | +1.9% |
| 30D | +5.8% | -26.9% | +32.8% | +10.0% |
| 3M | -6.0% | -35.7% | +29.7% | -1.1% |
| 6M | +0.3% | -56.1% | +56.4% | +9.9% |
| YTD | -12.3% | -40.8% | +28.5% | -9.2% |
| 1Y | -11.2% | -43.4% | +32.1% | -8.0% |
| 3Y | +117.0% | +25.4% | +91.7% | +87.9% |
| 5Y | +93.2% | +51.1% | +42.1% | +50.1% |
| All | +448.7% | +704.7% | -256.0% | +157.4% |
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