+3,912.3%
AEHR vs DLTR
+45.3%
+3,867.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +9.8% | -10.1% | +19.9% | +12.3% |
| 30D | -26.7% | -8.1% | -18.6% | -25.6% |
| 3M | -8.1% | +2.9% | -10.9% | -9.8% |
| 6M | +123.1% | +4.3% | +118.7% | +116.4% |
| YTD | +369.0% | -3.9% | +372.9% | +362.6% |
| 1Y | +256.4% | +18.9% | +237.5% | +232.1% |
| 3Y | +96.4% | +1.9% | +94.5% | +84.4% |
| 5Y | +836.6% | +31.0% | +805.6% | +766.4% |
| All | +3,912.3% | +45.3% | +3,867.0% | +3,375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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