+712.1%
AEHR vs GWW
+222.0%
+490.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.3% |
| 7D | +9.8% | -3.4% | +13.1% | +13.0% |
| 30D | -26.7% | -1.9% | -24.8% | -25.8% |
| 3M | -8.1% | -2.4% | -5.7% | -7.9% |
| 6M | +123.1% | +15.7% | +107.3% | +91.5% |
| YTD | +369.0% | +27.6% | +341.4% | +271.8% |
| 1Y | +256.4% | +27.2% | +229.2% | +184.3% |
| 3Y | +96.4% | +89.7% | +6.7% | +5.8% |
| All | +712.1% | +222.0% | +490.1% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling