+126.4%
AEHR vs BURL
-17.2%
+143.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.6% | +9.8% |
| 7D | -2.4% | +4.1% | -6.5% | -4.7% |
| 30D | -40.1% | -9.5% | -30.6% | -37.0% |
| 3M | -46.3% | -33.5% | -12.8% | -33.8% |
| 6M | -44.6% | -22.1% | -22.5% | -38.3% |
| YTD | +165.3% | -14.6% | +179.9% | +186.5% |
| 1Y | +126.1% | -8.4% | +134.5% | +132.4% |
| 3Y | +132.2% | +86.6% | +45.6% | +64.6% |
| All | +126.4% | -17.2% | +143.6% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling