+2,822.1%
AEHR vs ESTC
+25.9%
+2,796.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.6% | -6.3% |
| 7D | +6.4% | +2.4% | +4.0% | +5.6% |
| 30D | -20.3% | -4.2% | -16.0% | -18.5% |
| 3M | -53.8% | +2.5% | -56.3% | -55.2% |
| 6M | -44.8% | +81.5% | -126.3% | -58.0% |
| YTD | +182.2% | +16.8% | +165.4% | +147.3% |
| 1Y | +174.7% | -3.5% | +178.2% | +158.0% |
| 3Y | +143.5% | +17.7% | +125.8% | +91.1% |
| 5Y | +129.9% | -51.7% | +181.6% | +125.2% |
| All | +2,822.1% | +25.9% | +2,796.1% | +2,002.5% |
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