-45.3%
ACHR vs UEC
+502.2%
-547.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.0% | +4.1% | +0.5% |
| 7D | -5.4% | -4.3% | -1.1% | -4.2% |
| 30D | -19.7% | -3.8% | -15.9% | -19.2% |
| 3M | +7.9% | +17.0% | -9.1% | +3.3% |
| 6M | -13.8% | -23.9% | +10.1% | -8.4% |
| YTD | -27.5% | -5.7% | -21.9% | -27.2% |
| 1Y | -33.9% | -12.5% | -21.4% | -33.1% |
| 3Y | -20.0% | +136.5% | -156.5% | -39.3% |
| 5Y | -44.0% | +243.3% | -287.3% | -61.8% |
| All | -45.3% | +502.2% | -547.5% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling