+3,912.3%
AEHR vs EXEL
+375.2%
+3,537.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | +9.8% | -4.9% | +14.7% | +10.7% |
| 30D | -26.7% | +11.4% | -38.1% | -28.2% |
| 3M | -8.1% | +4.9% | -13.0% | -9.2% |
| 6M | +123.1% | +34.4% | +88.6% | +111.3% |
| YTD | +369.0% | +28.0% | +341.0% | +346.9% |
| 1Y | +256.4% | +43.6% | +212.7% | +232.0% |
| 3Y | +96.4% | +155.2% | -58.8% | +64.7% |
| 5Y | +836.6% | +181.2% | +655.4% | +668.9% |
| All | +3,912.3% | +375.2% | +3,537.1% | +3,269.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling