+143.5%
AEHR vs ECL
+79.8%
+63.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.2% | -7.1% |
| 7D | +6.4% | +2.9% | +3.5% | +5.5% |
| 30D | -20.3% | +7.5% | -27.8% | -22.1% |
| 3M | -53.8% | +12.2% | -66.0% | -55.7% |
| 6M | -44.8% | +24.6% | -69.4% | -51.3% |
| YTD | +182.2% | +18.8% | +163.5% | +160.1% |
| 1Y | +174.7% | +19.3% | +155.4% | +152.5% |
| 3Y | +143.5% | +78.2% | +65.3% | +72.3% |
| All | +143.5% | +79.8% | +63.7% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling