+338.8%
AEHR vs GTLB
-50.0%
+388.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.4% | +10.6% | +6.9% |
| 7D | +18.5% | +4.6% | +14.0% | +16.8% |
| 30D | -11.9% | +21.0% | -32.9% | -17.7% |
| 3M | -5.0% | +51.7% | -56.7% | -18.5% |
| 6M | +155.0% | +89.3% | +65.7% | +94.9% |
| YTD | +349.7% | +25.6% | +324.0% | +292.2% |
| 1Y | +260.4% | -1.5% | +262.0% | +237.9% |
| 3Y | +83.6% | -9.9% | +93.5% | +65.3% |
| All | +338.8% | -50.0% | +388.8% | +340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling