+98.2%
AEHR vs LEN
-26.2%
+124.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.0% |
| 7D | +19.1% | -3.4% | +22.5% | +21.2% |
| 30D | -10.0% | -5.7% | -4.4% | -7.6% |
| 3M | +1.3% | -12.2% | +13.6% | +7.7% |
| 6M | +133.8% | -18.3% | +152.0% | +161.5% |
| YTD | +373.3% | -20.2% | +393.5% | +426.9% |
| 1Y | +256.2% | -40.1% | +296.2% | +367.3% |
| All | +98.2% | -26.2% | +124.4% | +81.7% |
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