+249.0%
AEM vs UEC
+21.1%
+227.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -6.8% | -3.8% | -3.1% | -6.1% |
| 30D | +0.8% | -13.5% | +14.3% | +3.4% |
| 3M | -0.8% | -40.5% | +39.6% | +9.0% |
| 6M | -8.5% | -56.7% | +48.2% | +5.8% |
| YTD | +5.9% | -43.0% | +48.9% | +16.2% |
| 1Y | +6.6% | -42.5% | +49.1% | +16.3% |
| 3Y | +302.2% | +11.6% | +290.6% | +277.4% |
| All | +249.0% | +21.1% | +227.9% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling