+2,437.1%
AEHR vs BURL
+1,051.1%
+1,386.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.6% | +10.5% | +12.1% |
| 7D | +6.7% | -2.8% | +9.5% | +7.9% |
| 30D | -12.7% | -28.2% | +15.5% | -1.8% |
| 3M | -26.0% | -17.6% | -8.4% | -21.0% |
| 6M | +102.2% | -11.8% | +114.0% | +111.9% |
| YTD | +327.2% | -8.1% | +335.4% | +343.0% |
| 1Y | +228.1% | -12.0% | +240.1% | +243.2% |
| 3Y | +67.0% | +63.3% | +3.7% | +42.6% |
| 5Y | +928.1% | -10.8% | +938.9% | +906.6% |
| 10Y | +3,269.5% | +215.9% | +3,053.6% | +2,391.1% |
| All | +2,437.1% | +1,051.1% | +1,386.0% | +2,088.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling