+1,831.5%
AEHR vs BAH
+198.8%
+1,632.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.6% |
| 7D | +6.4% | +1.7% | +4.7% | +6.1% |
| 30D | -20.3% | +20.8% | -41.1% | -23.2% |
| 3M | -53.8% | +11.6% | -65.4% | -55.1% |
| 6M | -44.8% | +23.1% | -67.9% | -48.1% |
| YTD | +182.2% | +5.3% | +177.0% | +168.8% |
| 1Y | +174.7% | +6.1% | +168.6% | +161.0% |
| 3Y | +143.5% | -27.5% | +171.0% | +157.0% |
| 5Y | +129.9% | +6.2% | +123.7% | +110.1% |
| All | +1,831.5% | +198.8% | +1,632.8% | +1,137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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