+98.2%
AEHR vs EXEL
+164.8%
-66.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.1% | +5.0% |
| 7D | +19.1% | -0.3% | +19.4% | +19.1% |
| 30D | -10.0% | +10.1% | -20.2% | -12.1% |
| 3M | +1.3% | +10.1% | -8.8% | -1.2% |
| 6M | +133.8% | +37.7% | +96.1% | +116.7% |
| YTD | +373.3% | +33.1% | +340.2% | +340.2% |
| 1Y | +256.2% | +52.4% | +203.8% | +222.2% |
| All | +98.2% | +164.8% | -66.6% | +68.3% |
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