+1,413.2%
AEHR vs IWF
+724.4%
+688.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.6% |
| 7D | +18.5% | +1.5% | +17.0% | +16.7% |
| 30D | -11.9% | -1.3% | -10.6% | -10.6% |
| 3M | -5.0% | +0.1% | -5.1% | -2.2% |
| 6M | +155.0% | +10.3% | +144.7% | +145.6% |
| YTD | +349.7% | +4.2% | +345.5% | +362.5% |
| 1Y | +260.4% | +9.3% | +251.1% | +259.3% |
| 3Y | +83.6% | +79.3% | +4.3% | +23.4% |
| 5Y | +917.8% | +73.8% | +844.1% | +667.7% |
| 10Y | +3,517.1% | +410.9% | +3,106.2% | +1,133.2% |
| All | +1,413.2% | +724.4% | +688.7% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling