+41.6%
AA vs AEHR
+1,768.2%
-1,726.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -1.0% |
| 7D | +0.5% | +6.4% | -5.9% | -0.3% |
| 30D | -0.6% | -20.3% | +19.7% | +1.0% |
| 3M | -19.7% | -53.8% | +34.1% | -13.7% |
| 6M | -41.6% | -44.8% | +3.2% | -40.2% |
| YTD | -24.6% | +182.2% | -206.9% | -38.3% |
| 1Y | +4.9% | +174.7% | -169.9% | -13.9% |
| 3Y | +66.8% | +143.5% | -76.7% | +28.0% |
| 5Y | -19.4% | +129.9% | -149.3% | -42.2% |
| All | +41.6% | +1,768.2% | -1,726.6% | -25.7% |
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