+542.0%
AEHR vs BRO
+5,829.7%
-5,287.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +9.8% | -7.3% | +17.1% | +11.6% |
| 30D | -26.7% | -6.9% | -19.9% | -25.9% |
| 3M | -8.1% | +10.7% | -18.8% | -12.9% |
| 6M | +123.1% | -2.7% | +125.8% | +117.5% |
| YTD | +369.0% | -16.3% | +385.3% | +372.6% |
| 1Y | +256.4% | -29.1% | +285.5% | +275.1% |
| 3Y | +96.4% | -7.8% | +104.2% | +87.2% |
| 5Y | +836.6% | +18.7% | +817.9% | +744.0% |
| 10Y | +3,718.1% | +291.9% | +3,426.3% | +2,479.0% |
| All | +542.0% | +5,829.7% | -5,287.8% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling