+143.2%
AEHR vs PENG
+108.0%
+35.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +9.3% | +2.4% | +4.3% |
| 7D | +16.2% | -3.8% | +20.0% | +20.6% |
| 30D | -29.3% | -40.1% | +10.8% | +4.3% |
| 3M | -42.0% | -21.8% | -20.2% | -31.6% |
| 6M | -38.5% | +3.3% | -41.8% | -45.8% |
| YTD | +196.2% | +133.6% | +62.6% | +12.0% |
| All | +143.2% | +108.0% | +35.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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