+117.0%
AXP vs UEC
+19.3%
+97.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -1.8% |
| 7D | +0.6% | -10.2% | +10.8% | +1.4% |
| 30D | +5.8% | -26.9% | +32.8% | +8.5% |
| 3M | -6.0% | -35.7% | +29.7% | -2.8% |
| 6M | +0.3% | -56.1% | +56.4% | +6.4% |
| YTD | -12.3% | -40.8% | +28.5% | -10.3% |
| 1Y | -11.2% | -43.4% | +32.1% | -9.2% |
| 3Y | +117.0% | +25.4% | +91.7% | +93.0% |
| All | +117.0% | +19.3% | +97.7% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling