+3,875.0%
AEHR vs UDR
+47.3%
+3,827.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +23.0% | -3.4% | +26.4% | +24.9% |
| 30D | -19.9% | -5.4% | -14.5% | -18.1% |
| 3M | +0.5% | -10.0% | +10.5% | +3.8% |
| 6M | +123.6% | -2.5% | +126.1% | +121.4% |
| YTD | +364.6% | -1.1% | +365.8% | +357.0% |
| 1Y | +255.3% | -3.9% | +259.2% | +253.0% |
| 3Y | +89.7% | +3.4% | +86.3% | +81.4% |
| 5Y | +827.9% | -18.9% | +846.8% | +887.1% |
| All | +3,875.0% | +47.3% | +3,827.7% | +3,288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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