+3,702.8%
AEHR vs DBX
+22.6%
+3,680.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.5% |
| 7D | +9.8% | +2.1% | +7.7% | +9.0% |
| 30D | -26.7% | +5.7% | -32.5% | -28.7% |
| 3M | -8.1% | +31.8% | -39.9% | -18.5% |
| 6M | +123.1% | +37.5% | +85.6% | +89.7% |
| YTD | +369.0% | +27.9% | +341.1% | +307.7% |
| 1Y | +256.4% | +15.0% | +241.3% | +222.3% |
| 3Y | +96.4% | +27.2% | +69.2% | +65.8% |
| 5Y | +836.6% | +12.8% | +823.8% | +692.9% |
| All | +3,702.8% | +22.6% | +3,680.2% | +3,066.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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