+343.5%
AEM vs UEC
+146.8%
+196.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +12.5% | +1.9% | +10.6% | +11.8% |
| 3M | +26.9% | +8.9% | +18.0% | +23.8% |
| 6M | -9.4% | -14.5% | +5.0% | -7.9% |
| YTD | +20.3% | -0.7% | +20.9% | +19.1% |
| 1Y | +33.8% | -4.1% | +37.8% | +32.4% |
| All | +343.5% | +146.8% | +196.7% | +270.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling