+1,345.9%
AEHR vs BURL
+987.9%
+357.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -2.9% | -16.3% | -18.1% |
| 7D | -19.7% | +3.5% | -23.2% | -20.7% |
| 30D | -46.6% | -9.3% | -37.4% | -44.9% |
| 3M | -50.2% | -32.1% | -18.1% | -43.3% |
| 6M | -46.1% | -19.8% | -26.3% | -42.5% |
| YTD | +143.5% | -13.2% | +156.7% | +156.0% |
| 1Y | +91.1% | -7.8% | +98.9% | +95.5% |
| 3Y | +100.7% | +89.3% | +11.3% | +63.9% |
| 5Y | +91.1% | -15.8% | +107.0% | +89.6% |
| 10Y | +1,403.4% | +262.2% | +1,141.2% | +1,003.4% |
| All | +1,345.9% | +987.9% | +357.9% | +1,164.4% |
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