+94.5%
AEHR vs NWSA
+43.0%
+51.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | +23.0% | -4.8% | +27.8% | +25.3% |
| 30D | -19.9% | +3.0% | -22.9% | -21.5% |
| 3M | +0.5% | +9.3% | -8.8% | -6.3% |
| 6M | +123.6% | +23.2% | +100.4% | +90.0% |
| YTD | +364.6% | +13.3% | +351.3% | +314.5% |
| 1Y | +255.3% | +2.9% | +252.4% | +245.0% |
| All | +94.5% | +43.0% | +51.6% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling