+108.7%
USB vs AEHR
+3,282.7%
-3,174.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +13.1% | -13.4% | -1.1% |
| 7D | +1.4% | +6.7% | -5.3% | +1.0% |
| 30D | -1.3% | -12.7% | +11.4% | -0.8% |
| 3M | +15.2% | -26.0% | +41.2% | +15.4% |
| 6M | +18.8% | +102.2% | -83.4% | +9.9% |
| YTD | +21.0% | +327.2% | -306.2% | +5.5% |
| 1Y | +34.0% | +228.1% | -194.1% | +18.0% |
| 3Y | +95.3% | +67.0% | +28.3% | +69.2% |
| 5Y | +40.4% | +928.1% | -887.8% | +6.8% |
| All | +108.7% | +3,282.7% | -3,174.0% | +39.2% |
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 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