+3,329.2%
AEHR vs ALC
+26.4%
+3,302.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.9% | -6.3% | -6.7% |
| 7D | +24.2% | -6.2% | +30.3% | +28.2% |
| 30D | -21.2% | +14.0% | -35.3% | -28.3% |
| 3M | -52.8% | -2.4% | -50.4% | -53.3% |
| 6M | -36.9% | +12.6% | -49.5% | -44.5% |
| YTD | +202.3% | -8.4% | +210.7% | +201.5% |
| 1Y | +162.9% | -9.1% | +172.0% | +163.6% |
| 3Y | +149.1% | -0.3% | +149.4% | +126.5% |
| 5Y | +146.2% | -9.9% | +156.2% | +144.9% |
| All | +3,329.2% | +26.4% | +3,302.9% | +2,648.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling