+89.7%
AXP vs UEC
+38.7%
+51.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.4% |
| 7D | -0.6% | -5.2% | +4.5% | -0.2% |
| 30D | +5.0% | -22.0% | +26.9% | +7.7% |
| 3M | -4.2% | -37.0% | +32.7% | +0.3% |
| 6M | +2.9% | -52.7% | +55.7% | +10.5% |
| YTD | -11.6% | -38.6% | +27.0% | -9.4% |
| 1Y | -11.1% | -44.6% | +33.5% | -8.1% |
| 3Y | +116.7% | +27.1% | +89.6% | +86.9% |
| All | +89.7% | +38.7% | +51.0% | +57.0% |
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 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