+1,513.1%
AEHR vs DUOL
+1.6%
+1,511.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.2% |
| 7D | +9.8% | -7.0% | +16.8% | +11.7% |
| 30D | -26.7% | +6.7% | -33.4% | -29.4% |
| 3M | -8.1% | +16.0% | -24.1% | -16.2% |
| 6M | +123.1% | +45.4% | +77.7% | +84.6% |
| YTD | +369.0% | -18.1% | +387.1% | +366.8% |
| 1Y | +256.4% | -53.6% | +309.9% | +324.9% |
| 3Y | +96.4% | -11.0% | +107.3% | +60.7% |
| 5Y | +836.6% | -17.1% | +853.7% | +531.7% |
| All | +1,513.1% | +1.6% | +1,511.5% | +1,069.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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