+827.9%
AEHR vs ELF
+217.8%
+610.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.3% |
| 7D | +23.0% | -10.8% | +33.8% | +27.9% |
| 30D | -19.9% | +0.8% | -20.8% | -20.9% |
| 3M | +0.5% | +64.8% | -64.2% | -18.0% |
| 6M | +123.6% | +19.0% | +104.6% | +104.6% |
| YTD | +364.6% | +25.9% | +338.7% | +309.3% |
| 1Y | +255.3% | -28.8% | +284.1% | +273.7% |
| 3Y | +89.7% | -29.6% | +119.3% | +59.7% |
| 5Y | +827.9% | +216.2% | +611.6% | +96.1% |
| All | +827.9% | +217.8% | +610.1% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling