+82.0%
USO vs AEHR
+3,845.4%
-3,763.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +9.1% | +9.8% | -0.7% | +9.0% |
| 30D | +21.7% | -26.7% | +48.4% | +22.1% |
| 3M | +20.2% | -8.1% | +28.3% | +20.1% |
| 6M | +43.4% | +123.1% | -79.7% | +40.4% |
| YTD | +124.0% | +369.0% | -245.0% | +114.2% |
| 1Y | +112.2% | +256.4% | -144.2% | +103.8% |
| 3Y | +97.7% | +96.4% | +1.3% | +87.8% |
| 5Y | +217.4% | +836.6% | -619.2% | +185.3% |
| All | +82.0% | +3,845.4% | -3,763.4% | +50.7% |
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