+3,912.3%
AEHR vs FLR
+19.7%
+3,892.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +9.8% | -3.5% | +13.3% | +10.9% |
| 30D | -26.7% | +4.2% | -30.9% | -27.7% |
| 3M | -8.1% | +8.1% | -16.2% | -9.8% |
| 6M | +123.1% | +21.5% | +101.5% | +113.1% |
| YTD | +369.0% | +36.8% | +332.2% | +336.8% |
| 1Y | +256.4% | +31.2% | +225.2% | +239.1% |
| 3Y | +96.4% | +53.9% | +42.5% | +76.7% |
| 5Y | +836.6% | +243.0% | +593.6% | +640.6% |
| All | +3,912.3% | +19.7% | +3,892.5% | +3,122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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