+114.9%
AXP vs UEC
+18.1%
+96.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -0.1% | -3.8% | +3.6% | +0.1% |
| 30D | +4.4% | -13.5% | +18.0% | +5.5% |
| 3M | -6.4% | -40.5% | +34.1% | -2.6% |
| 6M | +4.2% | -56.7% | +60.8% | +10.6% |
| YTD | -12.4% | -43.0% | +30.6% | -10.2% |
| 1Y | -11.1% | -42.5% | +31.4% | -9.3% |
| 3Y | +114.9% | +11.6% | +103.3% | +90.0% |
| All | +114.9% | +18.1% | +96.8% | +90.0% |
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