+547.9%
AEHR vs DLTR
+2,059.8%
-1,512.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +9.8% | +5.9% |
| 7D | +19.1% | -10.2% | +29.3% | +20.7% |
| 30D | -10.0% | -8.5% | -1.5% | -9.2% |
| 3M | +1.3% | +5.6% | -4.2% | 0.0% |
| 6M | +133.8% | +2.2% | +131.6% | +130.5% |
| YTD | +373.3% | -3.8% | +377.1% | +369.7% |
| 1Y | +256.2% | +22.9% | +233.2% | +241.7% |
| 3Y | +93.2% | +2.0% | +91.2% | +87.3% |
| 5Y | +793.1% | +29.8% | +763.3% | +745.0% |
| 10Y | +3,753.2% | +45.0% | +3,708.2% | +3,411.1% |
| All | +547.9% | +2,059.8% | -1,512.0% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling