If we take Performance:
Based on your requirement if you have chosen stateless session bean and the methods can be called locally instead of remotely, this can be depicted in class diagram or you can put a note saying so and so method is called locally instead of remotely. Calling local method instead of remote will impact performance.
I guess in every assignment there will be a search page, how you achieved it, this can be addressed in sequence diagram. If any pattern like ValueListHandler is used, to address it will be an advantage.
In component diagram it can be depicted and also can be mentioned based on the roles assigned to ejbs, what method can be called by what role or it can be mentioned in the assumptions list.
In deployment diagram, how your DD address this, based on the acceptable worst case hit to the application. Number of instances of ejbs configured.
We can talk about them everywhere and those will be your supporting points why you have chosen this instead of that.
In the component diagram:
Performance: Cached objects, JMS asynchronous communication, using right design pattern how it improved performance
Security: Https communication (x509) wherever required, firewalls (DM Zone),
Scalability and availability: number of instance(s) on number of physical boxes
subject: Mentioning Performance, Security, Scalability in the UML diagrams