+230.8%
ACM vs UEC
+113.7%
+117.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -3.7% | -6.9% | +3.2% | -2.9% |
| 30D | -11.1% | +7.6% | -18.8% | -12.2% |
| 3M | -8.0% | -18.4% | +10.4% | -6.6% |
| 6M | -29.7% | -23.3% | -6.4% | -28.8% |
| YTD | -29.4% | -1.2% | -28.2% | -31.2% |
| 1Y | -46.4% | +2.3% | -48.7% | -48.7% |
| 3Y | -22.3% | +162.3% | -184.6% | -37.4% |
| 5Y | +4.5% | +287.2% | -282.8% | -25.6% |
| 10Y | +127.6% | +1,009.6% | -882.0% | +22.6% |
| All | +230.8% | +113.7% | +117.1% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling