-0.9%
ACM vs UEC
+47.5%
-48.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.7% |
| 7D | +5.4% | -10.2% | +15.6% | +6.5% |
| 30D | +15.1% | -26.9% | +42.0% | +18.9% |
| 3M | -10.5% | -35.7% | +25.2% | -6.6% |
| 6M | -19.7% | -56.1% | +36.4% | -13.3% |
| YTD | -28.8% | -40.8% | +11.9% | -26.7% |
| 1Y | -47.9% | -43.4% | -4.5% | -46.2% |
| 3Y | -12.4% | +25.4% | -37.7% | -22.9% |
| All | -0.9% | +47.5% | -48.5% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling