+3,929.4%
AEHR vs ELF
+303.8%
+3,625.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +9.8% | -11.6% | +21.4% | +13.1% |
| 30D | -26.7% | +4.6% | -31.4% | -28.0% |
| 3M | -8.1% | +59.7% | -67.8% | -19.8% |
| 6M | +123.1% | +21.2% | +101.8% | +108.6% |
| YTD | +369.0% | +27.4% | +341.5% | +328.6% |
| 1Y | +256.4% | -29.8% | +286.2% | +271.3% |
| 3Y | +96.4% | -28.5% | +124.8% | +84.3% |
| 5Y | +836.6% | +220.0% | +616.6% | +493.0% |
| All | +3,929.4% | +303.8% | +3,625.6% | +2,444.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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