+3,848.8%
AEHR vs ALHC
-31.6%
+3,880.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.4% | +5.9% |
| 7D | +19.1% | -4.1% | +23.2% | +20.1% |
| 30D | -10.0% | -5.4% | -4.6% | -9.1% |
| 3M | +1.3% | -32.1% | +33.5% | +8.3% |
| 6M | +133.8% | -28.5% | +162.2% | +141.2% |
| YTD | +373.3% | -34.0% | +407.3% | +397.2% |
| 1Y | +256.2% | -20.9% | +277.1% | +257.4% |
| 3Y | +93.2% | +151.5% | -58.3% | +17.8% |
| 5Y | +793.1% | -28.8% | +821.9% | +633.9% |
| All | +3,848.8% | -31.6% | +3,880.4% | +2,844.8% |
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