+1,227.1%
AEHR vs EXEL
+273.2%
+953.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.2% | +13.3% | +13.1% |
| 7D | +6.7% | +8.4% | -1.6% | +5.8% |
| 30D | -12.7% | +4.1% | -16.7% | -13.2% |
| 3M | -26.0% | +12.4% | -38.4% | -27.1% |
| 6M | +102.2% | +41.5% | +60.7% | +94.4% |
| YTD | +327.2% | +34.6% | +292.6% | +312.5% |
| 1Y | +228.1% | +57.9% | +170.2% | +210.6% |
| 3Y | +67.0% | +159.5% | -92.5% | +48.7% |
| 5Y | +928.1% | +198.5% | +729.6% | +801.5% |
| 10Y | +3,269.5% | +411.4% | +2,858.2% | +2,557.7% |
| All | +1,227.1% | +273.2% | +953.9% | +579.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling