+57.5%
AME vs UEC
+156.3%
-98.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | +2.8% | +2.6% | +0.2% | +2.6% |
| 30D | -6.3% | +5.6% | -11.9% | -6.8% |
| 3M | +5.4% | -5.7% | +11.1% | +5.2% |
| 6M | +7.4% | -8.0% | +15.5% | +7.0% |
| YTD | +16.2% | +1.8% | +14.4% | +14.7% |
| 1Y | +26.8% | +0.6% | +26.2% | +24.3% |
| 3Y | +57.5% | +155.2% | -97.6% | +39.3% |
| All | +57.5% | +156.3% | -98.7% | +39.3% |
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