+186.2%
AEHR vs ALC
-10.6%
+196.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +11.6% |
| 7D | +8.1% | -6.3% | +14.4% | +11.9% |
| 30D | -15.9% | +12.6% | -28.5% | -23.2% |
| 3M | -43.9% | -3.8% | -40.0% | -43.9% |
| 6M | -37.1% | +16.8% | -53.9% | -47.2% |
| YTD | +225.8% | -7.6% | +233.4% | +224.8% |
| 1Y | +184.0% | -5.9% | +189.9% | +178.5% |
| 3Y | +168.5% | +0.6% | +167.9% | +128.8% |
| 5Y | +186.2% | -9.5% | +195.7% | +233.8% |
| All | +186.2% | -10.6% | +196.8% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling