+355.1%
AEM vs UEC
+885.8%
-530.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.0% | +2.6% |
| 7D | -2.1% | -9.4% | +7.3% | -0.8% |
| 30D | +8.4% | -8.0% | +16.4% | +9.6% |
| 3M | +27.3% | -1.7% | +29.0% | +27.3% |
| 6M | -9.7% | -26.1% | +16.5% | -6.7% |
| YTD | +19.0% | -10.5% | +29.5% | +19.7% |
| 1Y | +31.5% | -13.3% | +44.8% | +32.0% |
| 3Y | +338.7% | +116.4% | +222.3% | +281.2% |
| 5Y | +307.4% | +225.5% | +81.9% | +222.7% |
| All | +355.1% | +885.8% | -530.8% | +226.0% |
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