+3,912.3%
AEHR vs GWW
+570.2%
+3,342.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.6% |
| 7D | +9.8% | -3.4% | +13.1% | +11.5% |
| 30D | -26.7% | -1.9% | -24.8% | -26.2% |
| 3M | -8.1% | -2.4% | -5.7% | -7.8% |
| 6M | +123.1% | +15.7% | +107.3% | +106.6% |
| YTD | +369.0% | +27.6% | +341.4% | +317.2% |
| 1Y | +256.4% | +27.2% | +229.2% | +218.4% |
| 3Y | +96.4% | +89.7% | +6.7% | +48.5% |
| 5Y | +836.6% | +223.9% | +612.7% | +497.0% |
| All | +3,912.3% | +570.2% | +3,342.1% | +2,237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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