+618.1%
AEM vs UEC
+73.5%
+544.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -0.5% | -6.9% | +6.4% | +0.4% |
| 30D | +24.0% | +7.6% | +16.4% | +22.8% |
| 3M | +16.1% | -18.4% | +34.5% | +18.6% |
| 6M | -11.6% | -23.3% | +11.7% | -9.4% |
| YTD | +21.5% | -1.2% | +22.7% | +20.5% |
| 1Y | +39.2% | +2.3% | +36.9% | +36.5% |
| 3Y | +347.4% | +162.3% | +185.2% | +277.9% |
| 5Y | +290.1% | +287.2% | +2.9% | +196.5% |
| 10Y | +357.8% | +1,009.6% | -651.8% | +168.4% |
| All | +618.1% | +73.5% | +544.6% | +213.7% |
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