+4,710.8%
AEHR vs ESTC
+19.3%
+4,691.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.7% | -0.6% |
| 7D | +23.0% | -13.2% | +36.2% | +28.6% |
| 30D | -19.9% | +9.3% | -29.3% | -25.1% |
| 3M | +0.5% | +37.3% | -36.8% | -14.2% |
| 6M | +123.6% | +61.0% | +62.6% | +73.8% |
| YTD | +364.6% | +10.7% | +354.0% | +312.2% |
| 1Y | +255.3% | -7.2% | +262.5% | +234.6% |
| 3Y | +89.7% | +7.2% | +82.5% | +51.9% |
| 5Y | +827.9% | -47.7% | +875.6% | +790.8% |
| All | +4,710.8% | +19.3% | +4,691.5% | +3,404.6% |
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