+3,875.0%
AEHR vs IWD
+201.1%
+3,673.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | +23.0% | -2.3% | +25.3% | +27.0% |
| 30D | -19.9% | -1.8% | -18.2% | -18.4% |
| 3M | +0.5% | +8.0% | -7.5% | -10.7% |
| 6M | +123.6% | +17.0% | +106.6% | +83.7% |
| YTD | +364.6% | +21.3% | +343.4% | +269.0% |
| 1Y | +255.3% | +27.9% | +227.4% | +166.4% |
| 3Y | +89.7% | +70.1% | +19.6% | +5.7% |
| 5Y | +827.9% | +74.2% | +753.7% | +439.8% |
| All | +3,875.0% | +201.1% | +3,673.9% | +1,540.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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