+250.7%
ACM vs UEC
+41.1%
+209.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.1% | -4.9% | +3.9% |
| 7D | +6.9% | +1.5% | +5.4% | +6.6% |
| 30D | +19.1% | -17.1% | +36.1% | +21.5% |
| 3M | -6.9% | -32.3% | +25.4% | -3.0% |
| 6M | -12.0% | -49.7% | +37.7% | -5.9% |
| YTD | -25.1% | -34.8% | +9.6% | -23.5% |
| 1Y | -45.4% | -37.5% | -7.9% | -44.2% |
| 3Y | -6.9% | +37.1% | -44.0% | -18.4% |
| 5Y | +3.7% | +44.3% | -40.6% | -15.7% |
| 10Y | +135.8% | +737.4% | -601.6% | +31.4% |
| All | +250.7% | +41.1% | +209.5% | +114.4% |
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