+827.9%
AEHR vs EXEL
+192.6%
+635.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +23.0% | -2.9% | +25.9% | +24.2% |
| 30D | -19.9% | +11.9% | -31.8% | -23.4% |
| 3M | +0.5% | +9.2% | -8.7% | -3.5% |
| 6M | +123.6% | +39.1% | +84.5% | +96.6% |
| YTD | +364.6% | +31.0% | +333.6% | +314.9% |
| 1Y | +255.3% | +52.3% | +203.0% | +197.4% |
| 3Y | +89.7% | +159.7% | -70.0% | +17.5% |
| 5Y | +827.9% | +187.7% | +640.2% | +385.2% |
| All | +827.9% | +192.6% | +635.3% | +385.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling