-29.4%
AFRM vs UEC
+345.6%
-375.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.1% | -10.2% | -3.9% |
| 7D | -7.5% | +1.5% | -9.0% | -8.5% |
| 30D | -15.7% | -17.1% | +1.4% | -10.1% |
| 3M | -9.6% | -32.3% | +22.7% | +2.6% |
| 6M | +6.3% | -49.7% | +56.0% | +31.4% |
| YTD | -8.6% | -34.8% | +26.2% | -2.9% |
| 1Y | -7.6% | -37.5% | +29.9% | -1.7% |
| 3Y | +173.7% | +37.1% | +136.6% | +69.6% |
| 5Y | -56.9% | +44.3% | -101.2% | -77.3% |
| All | -29.4% | +345.6% | -375.0% | -78.8% |
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