+3,912.3%
AEHR vs BG
+166.7%
+3,745.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.7% |
| 7D | +9.8% | +3.1% | +6.7% | +8.4% |
| 30D | -26.7% | +10.2% | -37.0% | -29.8% |
| 3M | -8.1% | -1.7% | -6.4% | -8.2% |
| 6M | +123.1% | +1.0% | +122.1% | +119.0% |
| YTD | +369.0% | +39.9% | +329.1% | +302.0% |
| 1Y | +256.4% | +53.2% | +203.2% | +192.1% |
| 3Y | +96.4% | +16.3% | +80.1% | +77.3% |
| 5Y | +836.6% | +83.9% | +752.7% | +604.7% |
| All | +3,912.3% | +166.7% | +3,745.6% | +2,498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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