+3,912.3%
AEHR vs BTG
+159.3%
+3,753.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +9.8% | -3.8% | +13.5% | +10.6% |
| 30D | -26.7% | +3.6% | -30.4% | -27.4% |
| 3M | -8.1% | +32.0% | -40.1% | -13.7% |
| 6M | +123.1% | +3.4% | +119.7% | +119.8% |
| YTD | +369.0% | +20.8% | +348.2% | +353.1% |
| 1Y | +256.4% | +22.4% | +234.0% | +244.5% |
| 3Y | +96.4% | +91.7% | +4.7% | +77.8% |
| 5Y | +836.6% | +79.0% | +757.6% | +750.1% |
| All | +3,912.3% | +159.3% | +3,753.0% | +3,714.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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