+1,207.4%
AEHR vs IBB
+580.2%
+627.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +10.0% | +10.2% |
| 7D | +8.1% | -1.4% | +9.5% | +9.9% |
| 30D | -15.9% | +6.8% | -22.7% | -18.3% |
| 3M | -43.9% | +9.2% | -53.1% | -46.6% |
| 6M | -37.1% | +28.3% | -65.4% | -45.7% |
| YTD | +225.8% | +29.4% | +196.4% | +184.1% |
| 1Y | +184.0% | +33.2% | +150.9% | +144.3% |
| 3Y | +168.5% | +90.2% | +78.3% | +96.7% |
| 5Y | +186.2% | +44.0% | +142.3% | +150.7% |
| 10Y | +2,078.1% | +133.1% | +1,945.1% | +1,440.0% |
| All | +1,207.4% | +580.2% | +627.2% | +355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling