+127.0%
AEHR vs ECL
+38.6%
+88.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.6% | -8.2% | -7.9% |
| 7D | +6.4% | +2.9% | +3.5% | +4.2% |
| 30D | -20.3% | +7.5% | -27.8% | -25.1% |
| 3M | -53.8% | +12.2% | -66.0% | -58.6% |
| 6M | -44.8% | +24.6% | -69.4% | -56.5% |
| YTD | +182.2% | +18.8% | +163.5% | +135.1% |
| 1Y | +174.7% | +19.3% | +155.4% | +127.5% |
| 3Y | +143.5% | +78.2% | +65.3% | +24.2% |
| All | +127.0% | +38.6% | +88.4% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling