+515.5%
AEHR vs LEN
+1,664.4%
-1,148.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.1% | +6.2% |
| 7D | +18.5% | -2.9% | +21.4% | +19.3% |
| 30D | -11.9% | -8.9% | -3.1% | -10.1% |
| 3M | -5.0% | -10.9% | +5.9% | -2.9% |
| 6M | +155.0% | -19.7% | +174.6% | +169.8% |
| YTD | +349.7% | -20.6% | +370.3% | +375.6% |
| 1Y | +260.4% | -42.4% | +302.8% | +311.7% |
| 3Y | +83.6% | -26.5% | +110.1% | +97.3% |
| 5Y | +917.8% | -10.9% | +928.8% | +959.8% |
| 10Y | +3,517.1% | +100.6% | +3,416.5% | +2,945.9% |
| All | +515.5% | +1,664.4% | -1,148.9% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling