+5,170.2%
AEHR vs ALC
+17.1%
+5,153.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.2% |
| 7D | +23.0% | -7.7% | +30.7% | +28.6% |
| 30D | -19.9% | -11.7% | -8.3% | -14.4% |
| 3M | +0.5% | +0.7% | -0.1% | -2.5% |
| 6M | +123.6% | -17.1% | +140.6% | +143.8% |
| YTD | +364.6% | -15.1% | +379.8% | +394.7% |
| 1Y | +255.3% | -14.1% | +269.4% | +273.4% |
| 3Y | +89.7% | -18.2% | +107.9% | +101.5% |
| 5Y | +827.9% | -19.2% | +847.1% | +899.2% |
| All | +5,170.2% | +17.1% | +5,153.2% | +4,409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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