+1,940.1%
AEHR vs LII
+166.2%
+1,773.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -8.5% | +0.4% | -8.9% | -8.6% |
| 30D | -29.6% | -2.4% | -27.2% | -29.7% |
| 3M | -43.9% | -17.5% | -26.4% | -37.5% |
| 6M | -38.7% | -32.8% | -5.9% | -23.0% |
| YTD | +195.0% | -27.7% | +222.7% | +253.6% |
| 1Y | +142.3% | -28.1% | +170.3% | +192.4% |
| 3Y | +143.1% | -9.7% | +152.8% | +155.9% |
| 5Y | +162.7% | +19.5% | +143.2% | +127.8% |
| 10Y | +1,940.1% | +170.6% | +1,769.5% | +1,066.8% |
| All | +1,940.1% | +166.2% | +1,773.8% | +1,066.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling