+143.5%
AEHR vs EXEL
+230.5%
-87.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.4% | -6.4% |
| 7D | +6.4% | -0.8% | +7.2% | +6.7% |
| 30D | -20.3% | +13.1% | -33.4% | -21.8% |
| 3M | -53.8% | +36.3% | -90.1% | -56.5% |
| 6M | -44.8% | +34.5% | -79.3% | -48.1% |
| YTD | +182.2% | +57.4% | +124.8% | +156.0% |
| 1Y | +174.7% | +62.9% | +111.8% | +148.0% |
| 3Y | +143.5% | +229.5% | -86.0% | +107.8% |
| All | +143.5% | +230.5% | -87.0% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling