+64.7%
AME vs UEC
+37.5%
+27.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -5.9% | +3.3% |
| 7D | -1.5% | +1.5% | -3.0% | -1.7% |
| 30D | -4.2% | -17.1% | +12.9% | -2.8% |
| 3M | -5.9% | -32.3% | +26.4% | -3.3% |
| 6M | +2.8% | -49.7% | +52.6% | +7.4% |
| YTD | +16.6% | -34.8% | +51.3% | +19.0% |
| 1Y | +22.1% | -37.5% | +59.7% | +24.7% |
| 3Y | +64.7% | +37.1% | +27.6% | +47.0% |
| All | +64.7% | +37.5% | +27.1% | +47.0% |
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 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