+3,273.3%
AEHR vs ESTC
+24.7%
+3,248.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.4% | +10.4% |
| 7D | +8.1% | -2.6% | +10.8% | +9.7% |
| 30D | -15.9% | -8.6% | -7.3% | -12.5% |
| 3M | -43.9% | +14.4% | -58.2% | -47.9% |
| 6M | -37.1% | +73.3% | -110.4% | -51.2% |
| YTD | +225.8% | +15.7% | +210.1% | +186.6% |
| 1Y | +184.0% | -7.6% | +191.6% | +171.7% |
| 3Y | +168.5% | +14.6% | +153.9% | +113.1% |
| 5Y | +186.2% | -50.0% | +236.3% | +178.4% |
| All | +3,273.3% | +24.7% | +3,248.6% | +2,336.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling