+3,912.3%
AEHR vs UVXY
-100.0%
+4,012.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.8% | +7.7% | -0.5% |
| 7D | +9.8% | +2.8% | +7.0% | +10.5% |
| 30D | -26.7% | -11.4% | -15.4% | -28.5% |
| 3M | -8.1% | -41.5% | +33.4% | -16.1% |
| 6M | +123.1% | -61.0% | +184.1% | +96.0% |
| YTD | +369.0% | -49.8% | +418.8% | +350.9% |
| 1Y | +256.4% | -66.4% | +322.8% | +227.3% |
| 3Y | +96.4% | -94.8% | +191.1% | +71.3% |
| 5Y | +836.6% | -99.7% | +936.3% | +554.4% |
| All | +3,912.3% | -100.0% | +4,012.3% | +2,180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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