+228.1%
AEHR vs GWRE
-25.4%
+253.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -19.9% | +33.0% | +5.2% |
| 7D | +6.7% | -21.1% | +27.8% | -1.0% |
| 30D | -12.7% | +1.3% | -14.0% | -11.1% |
| 3M | -26.0% | +7.4% | -33.4% | -20.0% |
| 6M | +102.2% | +5.6% | +96.6% | +124.6% |
| YTD | +327.2% | -19.2% | +346.4% | +387.2% |
| 1Y | +228.1% | -25.1% | +253.3% | +285.6% |
| All | +228.1% | -25.4% | +253.5% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling