+353.4%
AEHR vs GTLB
-49.8%
+403.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.5% |
| 7D | +23.0% | -4.1% | +27.1% | +24.4% |
| 30D | -19.9% | +12.3% | -32.3% | -23.6% |
| 3M | +0.5% | +65.9% | -65.4% | -16.2% |
| 6M | +123.6% | +104.0% | +19.6% | +66.7% |
| YTD | +364.6% | +26.0% | +338.6% | +304.6% |
| 1Y | +255.3% | -3.5% | +258.8% | +235.6% |
| 3Y | +89.7% | -9.6% | +99.4% | +70.6% |
| All | +353.4% | -49.8% | +403.2% | +354.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling