+274.9%
AG vs UEC
+153.0%
+122.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.1% | -2.3% |
| 7D | +4.5% | +2.6% | +1.9% | +3.3% |
| 30D | +12.9% | +5.6% | +7.3% | +9.7% |
| 3M | +20.9% | -5.7% | +26.7% | +21.9% |
| 6M | -19.5% | -8.0% | -11.5% | -18.3% |
| YTD | +24.8% | +1.8% | +23.0% | +23.4% |
| 1Y | +120.2% | +0.6% | +119.6% | +115.2% |
| All | +274.9% | +153.0% | +122.0% | +158.3% |
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