+223.1%
UEC vs BAM
+71.9%
+151.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.5% | +5.1% |
| 7D | +2.6% | -1.6% | +4.2% | +3.4% |
| 30D | +5.6% | -6.0% | +11.6% | +9.5% |
| 3M | -5.7% | +7.3% | -13.1% | -10.0% |
| 6M | -8.0% | +8.2% | -16.3% | -12.1% |
| YTD | +1.8% | -3.8% | +5.6% | +3.3% |
| 1Y | +0.6% | -10.7% | +11.3% | +6.1% |
| 3Y | +155.2% | +55.3% | +99.8% | +98.8% |
| All | +223.1% | +71.9% | +151.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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