-22.7%
U vs AEHR
+3,600.0%
-3,622.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.7% | +11.9% | +6.4% |
| 7D | +2.6% | +6.4% | -3.8% | +1.0% |
| 30D | +27.6% | -20.3% | +47.9% | +29.7% |
| 3M | +15.3% | -53.8% | +69.1% | +27.2% |
| 6M | +96.4% | -44.8% | +141.2% | +98.4% |
| YTD | +19.6% | +182.2% | -162.7% | -19.6% |
| 1Y | +42.1% | +174.7% | -132.6% | -4.3% |
| 3Y | +87.5% | +143.5% | -56.0% | +10.9% |
| 5Y | -73.1% | +129.9% | -203.0% | -86.7% |
| All | -22.7% | +3,600.0% | -3,622.7% | -66.3% |
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