+22.0%
USB vs AEHR
+107.1%
-85.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.5% | -1.2% |
| 7D | 0.0% | -2.4% | +2.4% | -0.3% |
| 30D | +5.8% | -40.1% | +45.9% | +9.2% |
| 3M | -6.0% | -46.3% | +40.3% | -2.9% |
| 6M | +7.8% | -44.6% | +52.4% | +8.3% |
| YTD | +14.6% | +165.3% | -150.7% | -2.7% |
| 1Y | +31.8% | +126.1% | -94.4% | +13.3% |
| 3Y | +91.5% | +132.2% | -40.7% | +51.3% |
| All | +22.0% | +107.1% | -85.0% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling