+35.9%
UL vs AEHR
+136.3%
-100.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.7% | +1.0% |
| 7D | +1.1% | +6.4% | -5.2% | +1.3% |
| 30D | +4.5% | -20.3% | +24.8% | +4.4% |
| 3M | +6.5% | -53.8% | +60.3% | +6.0% |
| 6M | +18.2% | -44.8% | +63.0% | +17.9% |
| YTD | +4.7% | +182.2% | -177.5% | +2.8% |
| 1Y | +0.8% | +174.7% | -174.0% | -1.0% |
| 3Y | +35.9% | +143.5% | -107.6% | +31.3% |
| All | +35.9% | +136.3% | -100.4% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling