+4,328.8%
AEHR vs ABCL
-81.2%
+4,410.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.2% |
| 7D | +18.5% | +1.4% | +17.1% | +17.8% |
| 30D | -11.9% | +65.1% | -77.0% | -30.2% |
| 3M | -5.0% | +111.1% | -116.1% | -32.7% |
| 6M | +155.0% | +231.6% | -76.6% | +48.8% |
| YTD | +349.7% | +234.5% | +115.2% | +160.9% |
| 1Y | +260.4% | +174.3% | +86.1% | +125.7% |
| 3Y | +83.6% | +111.5% | -27.9% | +13.7% |
| 5Y | +917.8% | -37.3% | +955.1% | +734.4% |
| All | +4,328.8% | -81.2% | +4,410.0% | +3,725.0% |
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