+143.5%
AEHR vs LEN
-25.9%
+169.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +6.4% | -5.8% | +12.1% | +9.2% |
| 30D | -20.3% | +13.7% | -34.0% | -27.9% |
| 3M | -53.8% | -3.9% | -49.9% | -54.4% |
| 6M | -44.8% | -0.4% | -44.4% | -47.6% |
| YTD | +182.2% | -16.8% | +199.1% | +196.3% |
| 1Y | +174.7% | -29.5% | +204.2% | +216.0% |
| 3Y | +143.5% | -25.6% | +169.1% | +81.6% |
| All | +143.5% | -25.9% | +169.4% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling