-35.7%
U vs AEHR
+6,048.7%
-6,084.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.3% |
| 7D | +5.5% | +9.8% | -4.3% | +3.7% |
| 30D | -1.3% | -26.7% | +25.4% | +3.1% |
| 3M | +64.6% | -8.1% | +72.7% | +59.0% |
| 6M | +119.4% | +123.1% | -3.7% | +69.2% |
| YTD | -0.5% | +369.0% | -369.5% | -37.1% |
| 1Y | +1.3% | +256.4% | -255.1% | -33.4% |
| 3Y | +15.6% | +96.4% | -80.7% | -25.9% |
| 5Y | -67.5% | +836.6% | -904.1% | -85.7% |
| All | -35.7% | +6,048.7% | -6,084.4% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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