+96.4%
AEHR vs ULTA
+31.2%
+65.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | -0.2% |
| 7D | +9.8% | -3.1% | +12.8% | +11.5% |
| 30D | -26.7% | +2.8% | -29.5% | -28.6% |
| 3M | -8.1% | +14.8% | -22.9% | -17.2% |
| 6M | +123.1% | -16.2% | +139.3% | +145.9% |
| YTD | +369.0% | -9.6% | +378.6% | +396.1% |
| 1Y | +256.4% | +4.8% | +251.6% | +241.8% |
| 3Y | +96.4% | +30.7% | +65.7% | +39.2% |
| All | +96.4% | +31.2% | +65.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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