+86.1%
AXP vs UEC
+21.1%
+65.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -0.1% | -3.8% | +3.6% | +0.2% |
| 30D | +4.4% | -13.5% | +18.0% | +5.9% |
| 3M | -6.4% | -40.5% | +34.1% | -1.3% |
| 6M | +4.2% | -56.7% | +60.8% | +13.0% |
| YTD | -12.4% | -43.0% | +30.6% | -9.5% |
| 1Y | -11.1% | -42.5% | +31.4% | -8.6% |
| 3Y | +114.9% | +11.6% | +103.3% | +88.4% |
| All | +86.1% | +21.1% | +65.1% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling