+96.4%
AEHR vs UDR
+3.3%
+93.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +9.8% | -3.5% | +13.2% | +11.6% |
| 30D | -26.7% | -5.3% | -21.4% | -25.0% |
| 3M | -8.1% | -9.5% | +1.4% | -5.5% |
| 6M | +123.1% | -0.7% | +123.7% | +113.1% |
| YTD | +369.0% | -1.2% | +370.2% | +351.3% |
| 1Y | +256.4% | -5.7% | +262.1% | +254.6% |
| 3Y | +96.4% | +3.7% | +92.6% | +49.3% |
| All | +96.4% | +3.3% | +93.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling