+228.1%
AEHR vs ESTC
+7.3%
+220.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -4.5% | +17.6% | +12.3% |
| 7D | +6.7% | -8.1% | +14.9% | +5.6% |
| 30D | -12.7% | +31.7% | -44.4% | -9.4% |
| 3M | -26.0% | +41.1% | -67.1% | -21.9% |
| 6M | +102.2% | +77.1% | +25.1% | +118.5% |
| YTD | +327.2% | +21.7% | +305.5% | +377.6% |
| 1Y | +228.1% | +8.4% | +219.7% | +276.2% |
| All | +228.1% | +7.3% | +220.8% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling