+132.2%
AEHR vs ACGL
+31.5%
+100.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.0% | +11.9% | +6.7% |
| 7D | -2.4% | +0.9% | -3.3% | -1.2% |
| 30D | -40.1% | +13.7% | -53.8% | -33.3% |
| 3M | -46.3% | +8.0% | -54.3% | -41.7% |
| 6M | -44.6% | +13.3% | -57.9% | -37.2% |
| YTD | +165.3% | +11.8% | +153.5% | +200.8% |
| 1Y | +126.1% | +22.2% | +103.9% | +161.2% |
| 3Y | +132.2% | +32.5% | +99.7% | +242.0% |
| All | +132.2% | +31.5% | +100.7% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling