+83.6%
AEHR vs ECL
+58.2%
+25.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | +18.5% | -0.8% | +19.3% | +18.9% |
| 30D | -11.9% | -2.5% | -9.4% | -11.3% |
| 3M | -5.0% | +8.3% | -13.3% | -11.1% |
| 6M | +155.0% | -1.1% | +156.0% | +151.1% |
| YTD | +349.7% | +6.5% | +343.2% | +329.9% |
| 1Y | +260.4% | +2.1% | +258.3% | +249.9% |
| 3Y | +83.6% | +57.6% | +26.0% | +44.4% |
| All | +83.6% | +58.2% | +25.4% | +44.4% |
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