+440.3%
AXP vs UEC
+765.9%
-325.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.1% | -9.1% | -0.3% |
| 7D | -1.1% | +1.5% | -2.6% | -1.5% |
| 30D | +5.2% | -17.1% | +22.3% | +7.5% |
| 3M | -4.6% | -32.3% | +27.8% | -0.3% |
| 6M | +3.2% | -49.7% | +53.0% | +11.0% |
| YTD | -11.3% | -34.8% | +23.4% | -9.5% |
| 1Y | -11.0% | -37.5% | +26.5% | -9.0% |
| 3Y | +120.2% | +37.1% | +83.1% | +88.3% |
| 5Y | +91.7% | +44.3% | +47.4% | +50.3% |
| 10Y | +440.3% | +737.4% | -297.0% | +152.1% |
| All | +440.3% | +765.9% | -325.6% | +152.1% |
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