+158.0%
AEHR vs BURL
+95.8%
+62.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +4.2% | +7.4% | +9.2% |
| 7D | +16.2% | +7.7% | +8.5% | +11.3% |
| 30D | -29.3% | -7.1% | -22.2% | -26.4% |
| 3M | -42.0% | -30.3% | -11.7% | -29.1% |
| 6M | -38.5% | -15.5% | -22.9% | -34.4% |
| YTD | +196.2% | -11.0% | +207.2% | +214.3% |
| 1Y | +144.3% | -8.4% | +152.7% | +152.0% |
| 3Y | +158.0% | +96.7% | +61.4% | +120.9% |
| All | +158.0% | +95.8% | +62.2% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling