-9.2%
ACM vs UEC
+18.1%
-27.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.7% |
| 7D | +5.6% | -3.8% | +9.4% | +5.9% |
| 30D | +20.8% | -13.5% | +34.3% | +22.1% |
| 3M | +11.4% | -40.5% | +51.9% | +15.7% |
| 6M | +0.9% | -56.7% | +57.6% | +7.2% |
| YTD | -24.8% | -43.0% | +18.2% | -22.8% |
| 1Y | -46.4% | -42.5% | -3.9% | -45.1% |
| 3Y | -9.2% | +11.6% | -20.8% | -17.3% |
| All | -9.2% | +18.1% | -27.3% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling