+96.4%
AEHR vs GTLB
-10.9%
+107.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +9.8% | -5.7% | +15.5% | +10.9% |
| 30D | -26.7% | +15.1% | -41.9% | -29.2% |
| 3M | -8.1% | +65.5% | -73.6% | -18.5% |
| 6M | +123.1% | +102.9% | +20.2% | +80.4% |
| YTD | +369.0% | +25.2% | +343.8% | +341.4% |
| 1Y | +256.4% | -5.5% | +261.9% | +268.1% |
| 3Y | +96.4% | -10.9% | +107.3% | +74.8% |
| All | +96.4% | -10.9% | +107.3% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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