+3,875.0%
AEHR vs EL
+25.3%
+3,849.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | +23.0% | -4.4% | +27.3% | +25.4% |
| 30D | -19.9% | +10.3% | -30.2% | -24.9% |
| 3M | +0.5% | +13.4% | -12.8% | -7.3% |
| 6M | +123.6% | +3.1% | +120.5% | +111.8% |
| YTD | +364.6% | -6.9% | +371.6% | +354.5% |
| 1Y | +255.3% | +11.9% | +243.4% | +215.5% |
| 3Y | +89.7% | -33.8% | +123.5% | +99.9% |
| 5Y | +827.9% | -69.0% | +896.9% | +1,292.1% |
| All | +3,875.0% | +25.3% | +3,849.7% | +5,267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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