-34.9%
AUR vs UEC
+249.7%
-284.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.4% | +1.7% |
| 7D | +19.2% | +2.6% | +16.6% | +18.2% |
| 30D | -7.8% | +5.6% | -13.4% | -10.0% |
| 3M | +4.0% | -5.7% | +9.7% | +3.9% |
| 6M | +45.0% | -8.0% | +53.0% | +45.0% |
| YTD | +69.5% | +1.8% | +67.7% | +62.7% |
| 1Y | +13.0% | +0.6% | +12.4% | +6.4% |
| 3Y | +90.4% | +155.2% | -64.8% | +24.6% |
| 5Y | -34.2% | +305.8% | -340.0% | -63.7% |
| All | -34.9% | +249.7% | -284.6% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling