+3,912.3%
AEHR vs ECL
+160.1%
+3,752.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | -0.1% |
| 7D | +9.8% | -1.1% | +10.9% | +10.4% |
| 30D | -26.7% | -0.8% | -25.9% | -26.8% |
| 3M | -8.1% | +5.0% | -13.1% | -13.3% |
| 6M | +123.1% | +0.2% | +122.8% | +118.7% |
| YTD | +369.0% | +5.8% | +363.2% | +343.9% |
| 1Y | +256.4% | +1.5% | +254.8% | +244.6% |
| 3Y | +96.4% | +55.0% | +41.4% | +39.8% |
| 5Y | +836.6% | +29.3% | +807.3% | +629.9% |
| All | +3,912.3% | +160.1% | +3,752.2% | +1,843.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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