+275.3%
UMC vs AEHR
+1,265.1%
-989.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.3% | +3.5% |
| 7D | +13.6% | +19.1% | -5.5% | +11.9% |
| 30D | +20.8% | -10.0% | +30.8% | +21.3% |
| 3M | +16.1% | +1.3% | +14.8% | +14.9% |
| 6M | +137.3% | +133.8% | +3.5% | +117.6% |
| YTD | +193.8% | +373.3% | -179.5% | +153.1% |
| 1Y | +236.1% | +256.2% | -20.1% | +193.4% |
| 3Y | +267.1% | +93.2% | +173.9% | +215.9% |
| 5Y | +145.3% | +793.1% | -647.8% | +80.0% |
| 10Y | +1,857.3% | +3,753.2% | -1,895.9% | +1,077.5% |
| All | +275.3% | +1,265.1% | -989.8% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling