+440.7%
AME vs UEC
+616.1%
-175.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +5.9% | -3.8% | +9.6% | +6.3% |
| 30D | -1.9% | -13.5% | +11.6% | -0.4% |
| 3M | -5.4% | -40.5% | +35.1% | -0.3% |
| 6M | +4.9% | -56.7% | +61.6% | +13.5% |
| YTD | +18.5% | -43.0% | +61.4% | +23.0% |
| 1Y | +25.5% | -42.5% | +68.0% | +29.7% |
| 3Y | +63.0% | +11.6% | +51.5% | +48.5% |
| 5Y | +78.3% | +21.8% | +56.6% | +50.4% |
| All | +440.7% | +616.1% | -175.4% | +189.0% |
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