+96.4%
AEHR vs BRO
-7.6%
+104.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.8% |
| 7D | +9.8% | -7.3% | +17.1% | +5.0% |
| 30D | -26.7% | -6.9% | -19.9% | -29.0% |
| 3M | -8.1% | +10.7% | -18.8% | -3.0% |
| 6M | +123.1% | -2.7% | +125.8% | +135.2% |
| YTD | +369.0% | -16.3% | +385.3% | +392.6% |
| 1Y | +256.4% | -29.1% | +285.5% | +277.9% |
| 3Y | +96.4% | -7.8% | +104.2% | +105.0% |
| All | +96.4% | -7.6% | +104.0% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling