+3,912.3%
AEHR vs IWF
+422.7%
+3,489.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | -0.2% |
| 7D | +9.8% | -0.9% | +10.7% | +11.2% |
| 30D | -26.7% | -1.7% | -25.0% | -24.6% |
| 3M | -8.1% | +0.7% | -8.8% | -5.3% |
| 6M | +123.1% | +8.6% | +114.5% | +114.0% |
| YTD | +369.0% | +3.5% | +365.5% | +387.8% |
| 1Y | +256.4% | +7.0% | +249.3% | +261.1% |
| 3Y | +96.4% | +76.3% | +20.0% | +12.2% |
| 5Y | +836.6% | +74.8% | +761.8% | +480.4% |
| All | +3,912.3% | +422.7% | +3,489.6% | +737.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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