+2,679.5%
AEHR vs ABCL
-81.2%
+2,760.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.5% | -6.2% |
| 7D | +6.4% | -3.3% | +9.6% | +7.9% |
| 30D | -20.3% | -7.1% | -13.2% | -16.3% |
| 3M | -53.8% | +4.7% | -58.5% | -54.6% |
| 6M | -44.8% | +140.9% | -185.7% | -63.1% |
| YTD | +182.2% | +236.0% | -53.7% | +65.5% |
| 1Y | +174.7% | +217.4% | -42.7% | +64.7% |
| 3Y | +143.5% | +188.7% | -45.2% | +39.1% |
| 5Y | +129.9% | -23.5% | +153.4% | +84.4% |
| All | +2,679.5% | -81.2% | +2,760.7% | +2,325.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling