+3,912.3%
AEHR vs NTRS
+259.9%
+3,652.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.3% |
| 7D | +9.8% | +1.4% | +8.4% | +8.8% |
| 30D | -26.7% | -0.7% | -26.1% | -26.4% |
| 3M | -8.1% | +11.3% | -19.4% | -13.3% |
| 6M | +123.1% | +35.5% | +87.5% | +90.0% |
| YTD | +369.0% | +40.6% | +328.4% | +294.5% |
| 1Y | +256.4% | +49.2% | +207.2% | +192.4% |
| 3Y | +96.4% | +167.2% | -70.9% | +19.1% |
| 5Y | +836.6% | +94.9% | +741.7% | +559.3% |
| All | +3,912.3% | +259.9% | +3,652.4% | +2,502.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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