+1,969.2%
AEHR vs EXR
+215.7%
+1,753.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.6% | -7.0% |
| 7D | +24.2% | -1.2% | +25.4% | +24.7% |
| 30D | -21.2% | +18.3% | -39.5% | -26.5% |
| 3M | -52.8% | +9.1% | -61.8% | -54.6% |
| 6M | -36.9% | +11.7% | -48.6% | -40.8% |
| YTD | +202.3% | +25.7% | +176.6% | +172.5% |
| 1Y | +162.9% | +24.9% | +138.0% | +137.6% |
| 3Y | +149.1% | +51.4% | +97.7% | +109.7% |
| 5Y | +146.2% | -1.9% | +148.2% | +134.1% |
| All | +1,969.2% | +215.7% | +1,753.4% | +1,610.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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