+536.0%
AEHR vs DGX
+7,076.6%
-6,540.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +23.0% | -3.5% | +26.4% | +24.0% |
| 30D | -19.9% | -2.7% | -17.3% | -19.5% |
| 3M | +0.5% | +13.9% | -13.4% | -3.6% |
| 6M | +123.6% | +16.0% | +107.5% | +113.0% |
| YTD | +364.6% | +34.9% | +329.7% | +325.0% |
| 1Y | +255.3% | +30.6% | +224.8% | +226.9% |
| 3Y | +89.7% | +93.0% | -3.3% | +56.2% |
| 5Y | +827.9% | +64.4% | +763.5% | +691.7% |
| 10Y | +3,682.7% | +248.1% | +3,434.6% | +2,535.0% |
| All | +536.0% | +7,076.6% | -6,540.6% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling