+3,912.3%
AEHR vs UEC
+885.8%
+3,026.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +2.3% |
| 7D | +9.8% | -9.4% | +19.2% | +12.5% |
| 30D | -26.7% | -8.0% | -18.7% | -25.6% |
| 3M | -8.1% | -1.7% | -6.4% | -7.8% |
| 6M | +123.1% | -26.1% | +149.2% | +141.2% |
| YTD | +369.0% | -10.5% | +379.5% | +389.1% |
| 1Y | +256.4% | -13.3% | +269.7% | +271.9% |
| 3Y | +96.4% | +116.4% | -20.0% | +60.9% |
| 5Y | +836.6% | +225.5% | +611.1% | +587.3% |
| All | +3,912.3% | +885.8% | +3,026.4% | +2,359.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling