+2,023.6%
AEHR vs BG
+1,181.2%
+842.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | +19.1% | +0.5% | +18.6% | +18.9% |
| 30D | -10.0% | +10.3% | -20.3% | -13.0% |
| 3M | +1.3% | -1.9% | +3.2% | +1.2% |
| 6M | +133.8% | +5.2% | +128.5% | +127.5% |
| YTD | +373.3% | +41.2% | +332.1% | +320.2% |
| 1Y | +256.2% | +50.5% | +205.6% | +208.5% |
| 3Y | +93.2% | +19.9% | +73.3% | +77.8% |
| 5Y | +793.1% | +86.7% | +706.4% | +617.9% |
| 10Y | +3,753.2% | +167.5% | +3,585.7% | +2,555.8% |
| All | +2,023.6% | +1,181.2% | +842.4% | +758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling