+2,497.4%
AEHR vs ELF
+373.0%
+2,124.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -6.1% |
| 7D | +24.2% | +3.4% | +20.8% | +23.3% |
| 30D | -21.2% | +5.0% | -26.2% | -22.0% |
| 3M | -52.8% | +22.6% | -75.3% | -55.4% |
| 6M | -36.9% | +104.0% | -140.9% | -48.4% |
| YTD | +202.3% | +49.3% | +153.0% | +165.7% |
| 1Y | +162.9% | +46.0% | +116.8% | +132.7% |
| 3Y | +149.1% | +19.4% | +129.8% | +106.6% |
| 5Y | +146.2% | +262.0% | -115.8% | +50.8% |
| 10Y | +1,921.2% | +320.5% | +1,600.7% | +1,114.1% |
| All | +2,497.4% | +373.0% | +2,124.4% | +1,477.7% |
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 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