+96.4%
AEHR vs EQX
+168.9%
-72.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +9.8% | -3.2% | +13.0% | +10.7% |
| 30D | -26.7% | +7.8% | -34.5% | -28.6% |
| 3M | -8.1% | +21.3% | -29.4% | -13.8% |
| 6M | +123.1% | -22.4% | +145.5% | +130.8% |
| YTD | +369.0% | -11.3% | +380.3% | +376.7% |
| 1Y | +256.4% | +13.5% | +242.9% | +254.0% |
| 3Y | +96.4% | +162.1% | -65.8% | +70.7% |
| All | +96.4% | +168.9% | -72.6% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling