+3,847.4%
AEHR vs PCOR
-33.1%
+3,880.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.4% | +6.9% |
| 7D | +18.5% | -6.9% | +25.5% | +22.4% |
| 30D | -11.9% | -1.5% | -10.4% | -13.2% |
| 3M | -5.0% | +18.5% | -23.5% | -18.3% |
| 6M | +155.0% | -4.7% | +159.6% | +135.6% |
| YTD | +349.7% | -22.8% | +372.4% | +363.3% |
| 1Y | +260.4% | -20.7% | +281.1% | +260.5% |
| 3Y | +83.6% | -14.6% | +98.2% | +62.1% |
| 5Y | +917.8% | -40.7% | +958.6% | +940.0% |
| All | +3,847.4% | -33.1% | +3,880.5% | +3,953.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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