+96.4%
AEHR vs AJG
+8.2%
+88.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +0.1% |
| 7D | +9.8% | -8.3% | +18.0% | +3.9% |
| 30D | -26.7% | -5.7% | -21.1% | -28.7% |
| 3M | -8.1% | +9.1% | -17.2% | -2.2% |
| 6M | +123.1% | +15.2% | +107.8% | +143.6% |
| YTD | +369.0% | -6.3% | +375.3% | +395.4% |
| 1Y | +256.4% | -19.1% | +275.5% | +271.2% |
| 3Y | +96.4% | +8.2% | +88.1% | +130.2% |
| All | +96.4% | +8.2% | +88.2% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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