+827.9%
AEHR vs IWF
+71.2%
+756.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | +0.2% |
| 7D | +23.0% | -1.7% | +24.7% | +27.5% |
| 30D | -19.9% | -1.8% | -18.1% | -16.3% |
| 3M | +0.5% | +1.5% | -0.9% | +2.9% |
| 6M | +123.6% | +7.7% | +115.9% | +111.1% |
| YTD | +364.6% | +2.7% | +361.9% | +392.1% |
| 1Y | +255.3% | +6.8% | +248.6% | +257.0% |
| 3Y | +89.7% | +76.9% | +12.8% | -27.5% |
| 5Y | +827.9% | +73.4% | +754.5% | +407.1% |
| All | +827.9% | +71.2% | +756.7% | +407.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling