+775.9%
AEHR vs BROS
+35.1%
+740.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.6% |
| 7D | +9.8% | -5.8% | +15.5% | +11.8% |
| 30D | -26.7% | -14.0% | -12.8% | -23.1% |
| 3M | -8.1% | -32.5% | +24.4% | +2.5% |
| 6M | +123.1% | -14.9% | +138.0% | +130.1% |
| YTD | +369.0% | -28.3% | +397.3% | +410.3% |
| 1Y | +256.4% | -34.0% | +290.4% | +296.5% |
| 3Y | +96.4% | +63.0% | +33.4% | +58.0% |
| All | +775.9% | +35.1% | +740.9% | +688.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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