+115.0%
UMC vs AEHR
+147.2%
-32.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -0.6% |
| 7D | -14.7% | -5.7% | -8.9% | -14.1% |
| 30D | -32.9% | -41.7% | +8.9% | -25.0% |
| 3M | -22.2% | -44.6% | +22.5% | -13.2% |
| 6M | +25.9% | -28.9% | +54.8% | +29.9% |
| YTD | +107.9% | +201.3% | -93.4% | +73.4% |
| 1Y | +115.0% | +145.3% | -30.3% | +83.5% |
| All | +115.0% | +147.2% | -32.2% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling