+3,912.3%
AEHR vs ETR
+296.9%
+3,615.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +9.8% | -1.8% | +11.6% | +10.4% |
| 30D | -26.7% | -1.8% | -25.0% | -26.3% |
| 3M | -8.1% | -3.6% | -4.5% | -7.2% |
| 6M | +123.1% | +2.6% | +120.4% | +121.0% |
| YTD | +369.0% | +16.0% | +353.0% | +348.8% |
| 1Y | +256.4% | +20.1% | +236.2% | +239.5% |
| 3Y | +96.4% | +143.6% | -47.2% | +55.8% |
| 5Y | +836.6% | +124.4% | +712.2% | +648.1% |
| All | +3,912.3% | +296.9% | +3,615.4% | +2,401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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