+461.1%
AEHR vs NLY
+1,197.0%
-735.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +9.8% | -4.0% | +13.8% | +11.3% |
| 30D | -26.7% | -5.2% | -21.5% | -25.4% |
| 3M | -8.1% | +2.8% | -10.9% | -9.2% |
| 6M | +123.1% | +4.2% | +118.9% | +120.9% |
| YTD | +369.0% | +4.7% | +364.3% | +364.4% |
| 1Y | +256.4% | +12.7% | +243.6% | +243.7% |
| 3Y | +96.4% | +62.5% | +33.8% | +69.9% |
| 5Y | +836.6% | +26.3% | +810.3% | +778.3% |
| 10Y | +3,718.1% | +81.0% | +3,637.2% | +3,048.7% |
| All | +461.1% | +1,197.0% | -735.9% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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