+129.7%
ACM vs UEC
+933.9%
-804.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.7% |
| 30D | -12.9% | +5.6% | -18.5% | -13.9% |
| 3M | -6.4% | -5.7% | -0.7% | -6.7% |
| 6M | -29.2% | -8.0% | -21.2% | -30.0% |
| YTD | -29.9% | +1.8% | -31.7% | -32.3% |
| 1Y | -47.3% | +0.6% | -47.9% | -49.7% |
| 3Y | -19.6% | +155.2% | -174.8% | -37.2% |
| 5Y | +5.5% | +305.8% | -300.3% | -30.3% |
| 10Y | +129.7% | +943.0% | -813.3% | +6.8% |
| All | +129.7% | +933.9% | -804.2% | +6.8% |
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