+94.8%
AUR vs UEC
+122.3%
-27.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +3.4% |
| 7D | +1.4% | -9.4% | +10.9% | +4.9% |
| 30D | -6.4% | -8.0% | +1.6% | -4.5% |
| 3M | +7.7% | -1.7% | +9.4% | +6.9% |
| 6M | +44.5% | -26.1% | +70.6% | +56.2% |
| YTD | +67.4% | -10.5% | +78.0% | +67.5% |
| 1Y | +15.4% | -13.3% | +28.7% | +13.9% |
| 3Y | +94.8% | +116.4% | -21.5% | +33.9% |
| All | +94.8% | +122.3% | -27.5% | +33.9% |
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 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