+3,912.3%
AEHR vs NTRA
+3,199.2%
+713.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | +9.8% | +0.2% | +9.5% | +9.7% |
| 30D | -26.7% | +4.1% | -30.8% | -27.6% |
| 3M | -8.1% | +50.0% | -58.1% | -18.4% |
| 6M | +123.1% | +67.3% | +55.8% | +90.1% |
| YTD | +369.0% | +43.6% | +325.4% | +317.1% |
| 1Y | +256.4% | +89.2% | +167.1% | +194.9% |
| 3Y | +96.4% | +502.5% | -406.2% | +20.0% |
| 5Y | +836.6% | +173.8% | +662.8% | +524.8% |
| All | +3,912.3% | +3,199.2% | +713.1% | +1,710.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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