+262.2%
UMC vs AEHR
+88.1%
+174.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.2% |
| 7D | +9.0% | +9.8% | -0.8% | +7.7% |
| 30D | +17.2% | -26.7% | +44.0% | +21.6% |
| 3M | +11.4% | -8.1% | +19.5% | +10.3% |
| 6M | +137.5% | +123.1% | +14.4% | +114.2% |
| YTD | +193.1% | +369.0% | -175.9% | +146.5% |
| 1Y | +240.3% | +256.4% | -16.1% | +189.6% |
| 3Y | +262.2% | +96.4% | +165.8% | +193.1% |
| All | +262.2% | +88.1% | +174.1% | +193.1% |
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