+681.0%
AXP vs UEC
-2.6%
+683.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.9% | +7.6% | -1.2% |
| 7D | +0.4% | -20.5% | +20.9% | +2.8% |
| 30D | +7.0% | -35.9% | +42.9% | +12.0% |
| 3M | -6.6% | -39.6% | +33.0% | -2.0% |
| 6M | +3.5% | -55.3% | +58.8% | +11.0% |
| YTD | -11.2% | -44.5% | +33.4% | -7.9% |
| 1Y | -10.2% | -50.4% | +40.3% | -6.1% |
| 3Y | +120.0% | +12.1% | +107.9% | +101.3% |
| 5Y | +95.6% | +41.5% | +54.1% | +65.2% |
| 10Y | +468.1% | +644.8% | -176.7% | +256.5% |
| All | +681.0% | -2.6% | +683.5% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling