+143.2%
AEHR vs ELF
+258.3%
-115.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -5.7% |
| 7D | +24.2% | +3.4% | +20.8% | +23.0% |
| 30D | -21.2% | +5.0% | -26.2% | -22.3% |
| 3M | -52.8% | +22.6% | -75.3% | -56.4% |
| 6M | -36.9% | +104.0% | -140.9% | -52.5% |
| YTD | +202.3% | +49.3% | +153.0% | +151.0% |
| 1Y | +162.9% | +46.0% | +116.8% | +120.4% |
| 3Y | +149.1% | +19.4% | +129.8% | +58.5% |
| All | +143.2% | +258.3% | -115.1% | -48.2% |
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