+3,912.3%
AEHR vs AWK
+132.0%
+3,780.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.0% |
| 7D | +9.8% | -2.1% | +11.9% | +9.9% |
| 30D | -26.7% | +2.1% | -28.8% | -26.8% |
| 3M | -8.1% | +11.4% | -19.5% | -9.2% |
| 6M | +123.1% | +3.9% | +119.1% | +121.6% |
| YTD | +369.0% | +7.7% | +361.3% | +362.3% |
| 1Y | +256.4% | +1.3% | +255.1% | +253.9% |
| 3Y | +96.4% | +7.2% | +89.2% | +86.6% |
| 5Y | +836.6% | -17.0% | +853.6% | +833.0% |
| All | +3,912.3% | +132.0% | +3,780.3% | +2,904.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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