+681.4%
AXP vs UEC
+73.5%
+607.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -2.1% | -6.9% | +4.8% | -1.4% |
| 30D | -6.5% | +7.6% | -14.2% | -7.5% |
| 3M | +4.6% | -18.4% | +23.0% | +6.1% |
| 6M | +5.4% | -23.3% | +28.7% | +6.7% |
| YTD | -11.1% | -1.2% | -9.9% | -13.0% |
| 1Y | -0.3% | +2.3% | -2.6% | -4.0% |
| 3Y | +111.6% | +162.3% | -50.7% | +76.8% |
| 5Y | +117.6% | +287.2% | -169.7% | +64.6% |
| 10Y | +474.1% | +1,009.6% | -535.5% | +244.7% |
| All | +681.4% | +73.5% | +607.9% | +290.0% |
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 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