+404.2%
AEHR vs UMAC
+473.8%
-69.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | +9.8% | -3.4% | +13.2% | +10.2% |
| 30D | -26.7% | -15.1% | -11.6% | -25.4% |
| 3M | -8.1% | -10.8% | +2.7% | -7.2% |
| 6M | +123.1% | +15.7% | +107.4% | +111.7% |
| YTD | +369.0% | +80.1% | +288.9% | +321.4% |
| 1Y | +256.4% | +116.7% | +139.7% | +212.6% |
| All | +404.2% | +473.8% | -69.5% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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