+1,513.1%
AEHR vs BTDR
+19.6%
+1,493.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.1% |
| 7D | +9.8% | -3.4% | +13.2% | +10.5% |
| 30D | -26.7% | +32.6% | -59.3% | -31.4% |
| 3M | -8.1% | -32.2% | +24.1% | -1.4% |
| 6M | +123.1% | +52.4% | +70.7% | +106.5% |
| YTD | +369.0% | +6.7% | +362.3% | +358.7% |
| 1Y | +256.4% | -15.2% | +271.6% | +258.5% |
| 3Y | +96.4% | +14.9% | +81.5% | +70.7% |
| 5Y | +836.6% | +20.8% | +815.8% | +729.5% |
| All | +1,513.1% | +19.6% | +1,493.5% | +1,351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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