+18.9%
UL vs AEHR
+817.5%
-798.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | -3.4% | +9.8% | -13.2% | -3.4% |
| 30D | +0.5% | -26.7% | +27.2% | +0.6% |
| 3M | +7.2% | -8.1% | +15.3% | +7.1% |
| 6M | -3.1% | +123.1% | -126.1% | -4.8% |
| YTD | -2.7% | +369.0% | -371.7% | -6.1% |
| 1Y | -10.2% | +256.4% | -266.6% | -13.1% |
| 3Y | +20.3% | +96.4% | -76.1% | +16.2% |
| All | +18.9% | +817.5% | -798.7% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling