+3,753.2%
AEHR vs ACGL
+270.1%
+3,483.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.8% | +5.2% |
| 7D | +19.1% | -2.1% | +21.2% | +19.6% |
| 30D | -10.0% | -2.2% | -7.9% | -9.8% |
| 3M | +1.3% | +6.3% | -5.0% | -2.4% |
| 6M | +133.8% | +0.5% | +133.2% | +128.4% |
| YTD | +373.3% | +0.2% | +373.1% | +359.1% |
| 1Y | +256.2% | +7.3% | +248.9% | +235.4% |
| 3Y | +93.2% | +30.8% | +62.4% | +59.9% |
| 5Y | +793.1% | +155.8% | +637.3% | +460.4% |
| 10Y | +3,753.2% | +276.3% | +3,476.9% | +2,563.1% |
| All | +3,753.2% | +270.1% | +3,483.1% | +2,563.1% |
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