+3,570.6%
AEHR vs ELF
+357.0%
+3,213.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.1% | +11.0% | +12.5% |
| 7D | +6.7% | +5.4% | +1.4% | +5.3% |
| 30D | -12.7% | +27.0% | -39.7% | -18.5% |
| 3M | -26.0% | +113.2% | -139.2% | -40.1% |
| 6M | +102.2% | +36.6% | +65.6% | +83.0% |
| YTD | +327.2% | +44.2% | +283.0% | +278.8% |
| 1Y | +228.1% | -18.0% | +246.1% | +228.9% |
| 3Y | +67.0% | -19.9% | +87.0% | +52.4% |
| 5Y | +928.1% | +257.7% | +670.4% | +532.4% |
| All | +3,570.6% | +357.0% | +3,213.7% | +2,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling