+4,323.6%
AEHR vs ESTC
+31.2%
+4,292.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -4.5% | +17.6% | +14.6% |
| 7D | +6.7% | -8.1% | +14.9% | +9.3% |
| 30D | -12.7% | +31.7% | -44.4% | -23.4% |
| 3M | -26.0% | +41.1% | -67.1% | -37.0% |
| 6M | +102.2% | +77.1% | +25.1% | +52.0% |
| YTD | +327.2% | +21.7% | +305.5% | +267.4% |
| 1Y | +228.1% | +8.4% | +219.7% | +191.5% |
| 3Y | +67.0% | +23.6% | +43.4% | +27.0% |
| 5Y | +928.1% | -46.5% | +974.6% | +873.6% |
| All | +4,323.6% | +31.2% | +4,292.4% | +3,024.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling