+428.5%
AME vs UEC
+908.7%
-480.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -6.6% | +1.9% | -8.5% | -7.0% |
| 3M | +3.0% | +8.9% | -6.0% | +1.4% |
| 6M | +5.3% | -14.5% | +19.8% | +5.5% |
| YTD | +15.4% | -0.7% | +16.1% | +13.1% |
| 1Y | +26.8% | -4.1% | +30.9% | +23.3% |
| 3Y | +56.5% | +148.9% | -92.4% | +30.1% |
| 5Y | +85.2% | +300.0% | -214.8% | +34.1% |
| 10Y | +428.5% | +994.3% | -565.8% | +164.7% |
| All | +428.5% | +908.7% | -480.2% | +164.7% |
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 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