+94.5%
AEHR vs FLR
+52.3%
+42.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.2% |
| 7D | +23.0% | -6.9% | +29.9% | +28.8% |
| 30D | -19.9% | +1.1% | -21.1% | -21.1% |
| 3M | +0.5% | +14.3% | -13.8% | -8.2% |
| 6M | +123.6% | +19.1% | +104.5% | +99.1% |
| YTD | +364.6% | +35.1% | +329.5% | +287.6% |
| 1Y | +255.3% | +29.5% | +225.9% | +211.2% |
| All | +94.5% | +52.3% | +42.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling