+94.5%
AEHR vs GWW
+88.4%
+6.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.3% |
| 7D | +23.0% | -3.1% | +26.1% | +26.3% |
| 30D | -19.9% | -2.3% | -17.6% | -18.7% |
| 3M | +0.5% | -3.3% | +3.8% | +1.3% |
| 6M | +123.6% | +15.4% | +108.2% | +90.5% |
| YTD | +364.6% | +26.7% | +337.9% | +271.3% |
| 1Y | +255.3% | +29.0% | +226.4% | +180.5% |
| All | +94.5% | +88.4% | +6.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling