+408.0%
UEC vs ABCL
-79.5%
+487.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +5.2% | +4.9% | +8.9% |
| 7D | +1.5% | +12.4% | -10.9% | -1.1% |
| 30D | -17.1% | -0.4% | -16.7% | -17.0% |
| 3M | -32.3% | +80.4% | -112.7% | -41.9% |
| 6M | -49.7% | +138.5% | -188.3% | -60.1% |
| YTD | -34.8% | +265.5% | -300.3% | -53.1% |
| 1Y | -37.5% | +219.7% | -257.2% | -53.8% |
| 3Y | +37.1% | +209.4% | -172.4% | -7.3% |
| 5Y | +44.3% | -15.0% | +59.3% | +20.1% |
| All | +408.0% | -79.5% | +487.5% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling