+11,626.2%
AEHR vs UVXY
-100.0%
+11,726.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -1.0% |
| 7D | +23.0% | +11.0% | +12.0% | +25.0% |
| 30D | -19.9% | -8.8% | -11.2% | -21.0% |
| 3M | +0.5% | -41.9% | +42.4% | -5.9% |
| 6M | +123.6% | -61.2% | +184.8% | +103.6% |
| YTD | +364.6% | -46.2% | +410.8% | +357.6% |
| 1Y | +255.3% | -65.2% | +320.5% | +236.9% |
| 3Y | +89.7% | -94.6% | +184.3% | +74.6% |
| 5Y | +827.9% | -99.7% | +927.6% | +634.8% |
| 10Y | +3,682.7% | -100.0% | +3,782.7% | +2,242.9% |
| All | +11,626.2% | -100.0% | +11,726.2% | +3,451.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling