-12.4%
ACM vs UEC
+19.3%
-31.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.5% |
| 7D | +5.4% | -10.2% | +15.6% | +6.2% |
| 30D | +15.1% | -26.9% | +42.0% | +18.0% |
| 3M | -10.5% | -35.7% | +25.2% | -7.6% |
| 6M | -19.7% | -56.1% | +36.4% | -14.7% |
| YTD | -28.8% | -40.8% | +11.9% | -27.1% |
| 1Y | -47.9% | -43.4% | -4.5% | -46.5% |
| 3Y | -12.4% | +25.4% | -37.7% | -20.5% |
| All | -12.4% | +19.3% | -31.7% | -20.5% |
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