+3,912.3%
AEHR vs IDXX
+360.5%
+3,551.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +9.8% | -5.7% | +15.5% | +13.4% |
| 30D | -26.7% | -11.5% | -15.2% | -22.0% |
| 3M | -8.1% | -9.5% | +1.4% | -5.1% |
| 6M | +123.1% | -16.0% | +139.0% | +139.6% |
| YTD | +369.0% | -25.4% | +394.4% | +442.0% |
| 1Y | +256.4% | -21.8% | +278.2% | +296.4% |
| 3Y | +96.4% | +7.0% | +89.3% | +75.8% |
| 5Y | +836.6% | -26.0% | +862.6% | +881.2% |
| All | +3,912.3% | +360.5% | +3,551.8% | +1,982.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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