-99.9%
AMIX vs UEC
-8.1%
-91.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -5.9% | -2.5% | -6.9% |
| 7D | -10.9% | +4.9% | -15.8% | -12.1% |
| 30D | -55.0% | -17.5% | -37.5% | -52.7% |
| 3M | -82.0% | -40.1% | -41.9% | -79.5% |
| 6M | -80.4% | -56.1% | -24.3% | -77.6% |
| YTD | -88.3% | -41.8% | -46.5% | -86.9% |
| 1Y | -92.4% | -44.8% | -47.6% | -91.5% |
| All | -99.9% | -8.1% | -91.8% | -99.9% |
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