+382.5%
AG vs UEC
+73.5%
+309.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | +1.0% | -6.9% | +7.9% | +2.8% |
| 30D | +19.2% | +7.6% | +11.5% | +16.8% |
| 3M | +6.2% | -18.4% | +24.5% | +11.2% |
| 6M | -26.7% | -23.3% | -3.4% | -22.2% |
| YTD | +26.1% | -1.2% | +27.3% | +26.2% |
| 1Y | +131.7% | +2.3% | +129.4% | +127.8% |
| 3Y | +255.3% | +162.3% | +93.1% | +167.8% |
| 5Y | +61.9% | +287.2% | -225.3% | +2.1% |
| 10Y | +72.0% | +1,009.6% | -937.6% | -30.2% |
| All | +382.5% | +73.5% | +309.0% | +53.7% |
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