+2,817.6%
AEHR vs ABCL
-79.5%
+2,897.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +5.2% | +6.4% | +9.5% |
| 7D | +16.2% | +12.4% | +3.8% | +12.4% |
| 30D | -29.3% | -0.4% | -29.0% | -27.8% |
| 3M | -42.0% | +80.4% | -122.3% | -55.1% |
| 6M | -38.5% | +138.5% | -177.0% | -58.7% |
| YTD | +196.2% | +265.5% | -69.3% | +68.0% |
| 1Y | +144.3% | +219.7% | -75.4% | +46.1% |
| 3Y | +158.0% | +209.4% | -51.4% | +43.3% |
| 5Y | +144.4% | -15.0% | +159.4% | +89.0% |
| All | +2,817.6% | -79.5% | +2,897.1% | +2,363.3% |
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