+228.1%
AEHR vs EXEL
+59.2%
+168.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.2% | +13.3% | +13.1% |
| 7D | +6.7% | +8.4% | -1.6% | +5.2% |
| 30D | -12.7% | +4.1% | -16.7% | -13.2% |
| 3M | -26.0% | +12.4% | -38.4% | -27.8% |
| 6M | +102.2% | +41.5% | +60.7% | +89.1% |
| YTD | +327.2% | +34.6% | +292.6% | +297.0% |
| 1Y | +228.1% | +57.9% | +170.2% | +227.6% |
| All | +228.1% | +59.2% | +168.9% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling