+3,912.3%
AEHR vs DGX
+255.3%
+3,657.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.4% |
| 7D | +9.8% | -0.9% | +10.7% | +10.1% |
| 30D | -26.7% | -1.2% | -25.6% | -26.5% |
| 3M | -8.1% | +15.8% | -23.9% | -13.7% |
| 6M | +123.1% | +18.2% | +104.9% | +107.2% |
| YTD | +369.0% | +37.2% | +331.8% | +310.2% |
| 1Y | +256.4% | +30.4% | +226.0% | +216.8% |
| 3Y | +96.4% | +96.7% | -0.3% | +44.3% |
| 5Y | +836.6% | +67.2% | +769.4% | +628.0% |
| All | +3,912.3% | +255.3% | +3,657.0% | +1,998.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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