+3,912.3%
AEHR vs NYT
+489.9%
+3,422.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +9.8% | -0.6% | +10.4% | +10.0% |
| 30D | -26.7% | +4.6% | -31.3% | -28.1% |
| 3M | -8.1% | -9.6% | +1.5% | -5.5% |
| 6M | +123.1% | -14.0% | +137.1% | +132.2% |
| YTD | +369.0% | -2.8% | +371.8% | +362.7% |
| 1Y | +256.4% | +15.6% | +240.8% | +223.7% |
| 3Y | +96.4% | +56.3% | +40.1% | +51.9% |
| 5Y | +836.6% | +39.5% | +797.1% | +643.7% |
| All | +3,912.3% | +489.9% | +3,422.4% | +3,496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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