+3,281.8%
AEHR vs NTR
+97.9%
+3,183.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +9.8% | -1.3% | +11.1% | +10.4% |
| 30D | -26.7% | +16.8% | -43.5% | -31.4% |
| 3M | -8.1% | +20.7% | -28.8% | -16.2% |
| 6M | +123.1% | +0.5% | +122.5% | +117.0% |
| YTD | +369.0% | +29.2% | +339.8% | +306.2% |
| 1Y | +256.4% | +39.6% | +216.8% | +195.9% |
| 3Y | +96.4% | +37.9% | +58.5% | +60.0% |
| 5Y | +836.6% | +47.1% | +789.5% | +616.4% |
| All | +3,281.8% | +97.9% | +3,183.8% | +2,147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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