+1,872.5%
AEHR vs IBB
+132.2%
+1,740.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.8% |
| 7D | -8.5% | +0.8% | -9.3% | -8.3% |
| 30D | -29.6% | +5.2% | -34.8% | -32.3% |
| 3M | -43.9% | +8.6% | -52.5% | -48.8% |
| 6M | -38.7% | +27.8% | -66.6% | -53.3% |
| YTD | +195.0% | +28.8% | +166.2% | +128.5% |
| 1Y | +142.3% | +36.4% | +105.9% | +77.1% |
| 3Y | +143.1% | +89.3% | +53.8% | +35.7% |
| 5Y | +162.7% | +43.3% | +119.4% | +90.6% |
| All | +1,872.5% | +132.2% | +1,740.4% | +959.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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