+3,912.3%
AEHR vs GNRC
+448.8%
+3,463.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.8% |
| 7D | +9.8% | -0.2% | +10.0% | +9.8% |
| 30D | -26.7% | -15.7% | -11.0% | -18.6% |
| 3M | -8.1% | -27.3% | +19.2% | +13.5% |
| 6M | +123.1% | -12.1% | +135.1% | +153.6% |
| YTD | +369.0% | +37.1% | +331.9% | +336.6% |
| 1Y | +256.4% | -0.5% | +256.8% | +286.5% |
| 3Y | +96.4% | +61.5% | +34.9% | +67.7% |
| 5Y | +836.6% | -58.6% | +895.2% | +1,164.1% |
| All | +3,912.3% | +448.8% | +3,463.4% | +2,342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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