+3,282.7%
AEHR vs BURL
+215.5%
+3,067.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.6% | +10.5% | +12.0% |
| 7D | +6.7% | -2.8% | +9.5% | +8.0% |
| 30D | -12.7% | -28.2% | +15.5% | -0.2% |
| 3M | -26.0% | -17.6% | -8.4% | -20.3% |
| 6M | +102.2% | -11.8% | +114.0% | +113.1% |
| YTD | +327.2% | -8.1% | +335.4% | +344.7% |
| 1Y | +228.1% | -12.0% | +240.1% | +244.8% |
| 3Y | +67.0% | +63.3% | +3.7% | +38.6% |
| 5Y | +928.1% | -10.8% | +938.9% | +904.3% |
| All | +3,282.7% | +215.5% | +3,067.3% | +2,235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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