+2,618.2%
AEHR vs ALHC
-59.6%
+2,677.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.2% | +10.4% |
| 7D | +8.1% | -5.5% | +13.6% | +9.6% |
| 30D | -15.9% | -4.9% | -10.9% | -14.8% |
| 3M | -43.9% | -41.7% | -2.1% | -38.0% |
| 6M | -37.1% | -55.2% | +18.1% | -29.1% |
| YTD | +225.8% | -61.1% | +286.9% | +276.8% |
| 1Y | +184.0% | -53.3% | +237.4% | +213.7% |
| 3Y | +168.5% | +28.2% | +140.3% | +94.3% |
| 5Y | +186.2% | -65.8% | +252.0% | +162.7% |
| All | +2,618.2% | -59.6% | +2,677.8% | +2,131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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