+1,831.5%
AEHR vs ACGL
+324.4%
+1,507.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.7% |
| 7D | +6.4% | +2.2% | +4.2% | +5.9% |
| 30D | -20.3% | +12.3% | -32.6% | -22.7% |
| 3M | -53.8% | +11.8% | -65.6% | -55.3% |
| 6M | -44.8% | +17.5% | -62.3% | -48.5% |
| YTD | +182.2% | +14.3% | +167.9% | +163.5% |
| 1Y | +174.7% | +18.2% | +156.6% | +153.5% |
| 3Y | +143.5% | +33.2% | +110.4% | +104.3% |
| 5Y | +129.9% | +174.3% | -44.5% | +38.9% |
| All | +1,831.5% | +324.4% | +1,507.2% | +976.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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