+793.1%
AEHR vs ESTC
-46.4%
+839.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.3% | +6.1% |
| 7D | +19.1% | -3.3% | +22.4% | +19.8% |
| 30D | -10.0% | +13.4% | -23.5% | -18.0% |
| 3M | +1.3% | +41.3% | -40.0% | -16.8% |
| 6M | +133.8% | +62.6% | +71.2% | +72.9% |
| YTD | +373.3% | +14.8% | +358.5% | +305.8% |
| 1Y | +256.2% | -5.1% | +261.2% | +230.6% |
| 3Y | +93.2% | +11.2% | +82.1% | +39.0% |
| 5Y | +793.1% | -47.0% | +840.1% | +986.1% |
| All | +793.1% | -46.4% | +839.5% | +986.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling