+1,831.5%
AEHR vs IWD
+203.0%
+1,628.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -7.0% |
| 7D | +6.4% | +2.3% | +4.1% | +3.2% |
| 30D | -20.3% | +3.6% | -23.9% | -24.0% |
| 3M | -53.8% | +2.2% | -55.9% | -55.3% |
| 6M | -44.8% | +13.0% | -57.8% | -53.5% |
| YTD | +182.2% | +26.5% | +155.7% | +110.8% |
| 1Y | +174.7% | +30.1% | +144.6% | +98.5% |
| 3Y | +143.5% | +84.9% | +58.6% | +20.9% |
| 5Y | +129.9% | +73.4% | +56.5% | +29.8% |
| All | +1,831.5% | +203.0% | +1,628.5% | +560.2% |
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