+3,912.3%
AEHR vs BN
+265.2%
+3,647.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.5% |
| 7D | +9.8% | -5.2% | +15.0% | +14.7% |
| 30D | -26.7% | -14.5% | -12.3% | -16.6% |
| 3M | -8.1% | -15.0% | +6.9% | +5.8% |
| 6M | +123.1% | -5.4% | +128.5% | +139.8% |
| YTD | +369.0% | -16.4% | +385.4% | +452.6% |
| 1Y | +256.4% | -16.2% | +272.6% | +324.7% |
| 3Y | +96.4% | +67.5% | +28.8% | +39.0% |
| 5Y | +836.6% | +34.1% | +802.5% | +707.2% |
| All | +3,912.3% | +265.2% | +3,647.1% | +2,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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