+428.4%
AXP vs UEC
+696.7%
-268.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.5% |
| 7D | -0.6% | -5.2% | +4.5% | -0.1% |
| 30D | +5.0% | -22.0% | +26.9% | +8.1% |
| 3M | -4.2% | -37.0% | +32.7% | +1.0% |
| 6M | +2.9% | -52.7% | +55.7% | +11.5% |
| YTD | -11.6% | -38.6% | +27.0% | -9.0% |
| 1Y | -11.1% | -44.6% | +33.5% | -7.6% |
| 3Y | +116.7% | +27.1% | +89.6% | +87.2% |
| 5Y | +89.6% | +37.9% | +51.7% | +49.5% |
| 10Y | +428.4% | +631.6% | -203.2% | +152.2% |
| All | +428.4% | +696.7% | -268.3% | +152.2% |
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 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