+54.5%
USAR vs AEHR
+90.6%
-36.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -11.6% | +9.8% | -21.4% | -13.5% |
| 30D | -15.5% | -26.7% | +11.2% | -10.4% |
| 3M | -31.0% | -8.1% | -22.9% | -32.2% |
| 6M | -26.2% | +123.1% | -149.3% | -38.0% |
| YTD | +30.8% | +369.0% | -338.2% | 0.0% |
| 1Y | +7.1% | +256.4% | -249.3% | -16.3% |
| 3Y | +53.0% | +96.4% | -43.4% | +14.1% |
| All | +54.5% | +90.6% | -36.1% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling