+145.3%
AEHR vs ABCL
+138.2%
+7.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.9% |
| 7D | -5.7% | -10.0% | +4.2% | -0.7% |
| 30D | -41.7% | -10.9% | -30.8% | -38.1% |
| 3M | -44.6% | +101.6% | -146.3% | -61.5% |
| 6M | -28.9% | +167.5% | -196.5% | -60.6% |
| YTD | +201.3% | +259.1% | -57.7% | +36.3% |
| 1Y | +145.3% | +152.2% | -6.8% | +26.1% |
| All | +145.3% | +138.2% | +7.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling