+1,831.5%
AEHR vs BURL
+232.1%
+1,599.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.1% | -5.1% |
| 7D | +6.4% | -1.6% | +7.9% | +7.4% |
| 30D | -20.3% | -7.7% | -12.5% | -17.7% |
| 3M | -53.8% | -31.7% | -22.1% | -46.2% |
| 6M | -44.8% | -15.2% | -29.7% | -41.9% |
| YTD | +182.2% | -15.9% | +198.1% | +203.2% |
| 1Y | +174.7% | -14.2% | +188.9% | +190.5% |
| 3Y | +143.5% | +93.5% | +50.0% | +90.1% |
| 5Y | +129.9% | -9.9% | +139.7% | +125.9% |
| All | +1,831.5% | +232.1% | +1,599.4% | +1,196.3% |
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