+96.4%
AEHR vs AFL
+63.5%
+32.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +1.1% |
| 7D | +9.8% | -1.6% | +11.4% | +9.5% |
| 30D | -26.7% | -4.0% | -22.7% | -27.2% |
| 3M | -8.1% | -0.5% | -7.6% | -8.9% |
| 6M | +123.1% | +6.5% | +116.5% | +119.6% |
| YTD | +369.0% | +6.2% | +362.8% | +361.2% |
| 1Y | +256.4% | +8.3% | +248.1% | +249.5% |
| 3Y | +96.4% | +62.5% | +33.8% | +80.4% |
| All | +96.4% | +63.5% | +32.8% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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