+4,107.8%
AEHR vs ABCL
-81.3%
+4,189.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.2% | +14.3% | +13.6% |
| 7D | +6.7% | +0.7% | +6.0% | +6.4% |
| 30D | -12.7% | +93.1% | -105.7% | -35.2% |
| 3M | -26.0% | +79.4% | -105.4% | -43.8% |
| 6M | +102.2% | +214.9% | -112.7% | +20.6% |
| YTD | +327.2% | +234.2% | +93.0% | +148.0% |
| 1Y | +228.1% | +174.8% | +53.3% | +105.3% |
| 3Y | +67.0% | +104.5% | -37.4% | +4.6% |
| 5Y | +928.1% | -39.0% | +967.1% | +747.9% |
| All | +4,107.8% | -81.3% | +4,189.1% | +3,535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling