+73.7%
UAL vs AEHR
+1,768.2%
-1,694.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +4.9% | -0.9% |
| 7D | -3.0% | +6.4% | -9.4% | -3.8% |
| 30D | +10.5% | -20.3% | +30.8% | +12.2% |
| 3M | -13.5% | -53.8% | +40.3% | -6.9% |
| 6M | +14.2% | -44.8% | +59.0% | +16.3% |
| YTD | -2.2% | +182.2% | -184.5% | -21.1% |
| 1Y | +12.5% | +174.7% | -162.2% | -9.0% |
| 3Y | +186.8% | +143.5% | +43.3% | +114.4% |
| 5Y | +119.4% | +129.9% | -10.5% | +49.6% |
| All | +73.7% | +1,768.2% | -1,694.5% | -19.5% |
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