+215.0%
AEE vs UEC
+616.1%
-401.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.2% |
| 7D | +1.7% | -3.8% | +5.5% | +1.8% |
| 30D | +9.7% | -13.5% | +23.3% | +10.2% |
| 3M | +5.9% | -40.5% | +46.4% | +7.7% |
| 6M | +6.7% | -56.7% | +63.4% | +9.5% |
| YTD | +17.4% | -43.0% | +60.3% | +18.5% |
| 1Y | +12.7% | -42.5% | +55.2% | +13.6% |
| 3Y | +68.2% | +11.6% | +56.7% | +61.3% |
| 5Y | +57.3% | +21.8% | +35.5% | +46.0% |
| All | +215.0% | +616.1% | -401.1% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling