+3,912.3%
AEHR vs DTE
+137.8%
+3,774.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +9.8% | -2.6% | +12.3% | +10.5% |
| 30D | -26.7% | -4.4% | -22.3% | -25.8% |
| 3M | -8.1% | -8.3% | +0.2% | -6.5% |
| 6M | +123.1% | -8.1% | +131.1% | +126.5% |
| YTD | +369.0% | +4.4% | +364.6% | +357.7% |
| 1Y | +256.4% | +0.2% | +256.2% | +252.5% |
| 3Y | +96.4% | +42.6% | +53.8% | +72.9% |
| 5Y | +836.6% | +31.5% | +805.1% | +728.9% |
| All | +3,912.3% | +137.8% | +3,774.5% | +2,632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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