+4,036.8%
AEHR vs NIO
-38.3%
+4,075.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.6% | +5.7% |
| 7D | +19.1% | -4.1% | +23.2% | +20.1% |
| 30D | -10.0% | -23.2% | +13.2% | -5.1% |
| 3M | +1.3% | -29.9% | +31.2% | +9.1% |
| 6M | +133.8% | -25.1% | +158.9% | +148.1% |
| YTD | +373.3% | -27.5% | +400.8% | +406.0% |
| 1Y | +256.2% | -41.1% | +297.3% | +294.0% |
| 3Y | +93.2% | -63.1% | +156.4% | +119.5% |
| 5Y | +793.1% | -90.4% | +883.5% | +1,065.4% |
| All | +4,036.8% | -38.3% | +4,075.1% | +4,622.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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