+256.4%
AEHR vs NWSA
+3.0%
+253.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | +9.8% | -2.8% | +12.6% | +8.8% |
| 30D | -26.7% | +3.0% | -29.8% | -26.1% |
| 3M | -8.1% | +12.3% | -20.4% | -5.6% |
| 6M | +123.1% | +21.9% | +101.2% | +121.9% |
| YTD | +369.0% | +13.6% | +355.4% | +378.0% |
| 1Y | +256.4% | +0.5% | +255.9% | +285.8% |
| All | +256.4% | +3.0% | +253.4% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling