+126.4%
AEHR vs UPST
-93.6%
+220.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.0% |
| 30D | -40.1% | -8.9% | -31.2% | -38.4% |
| 3M | -46.3% | -26.3% | -20.0% | -41.9% |
| 6M | -44.6% | -23.7% | -20.9% | -40.3% |
| YTD | +165.3% | -49.9% | +215.3% | +217.6% |
| 1Y | +126.1% | -42.0% | +168.1% | +159.7% |
| 3Y | +132.2% | -25.3% | +157.5% | +114.7% |
| All | +126.4% | -93.6% | +220.0% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 5y: compounded portfolio wealth divided by compounded UPST 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…
5y analysis · Full analysis span regression · 6 months rolling