+132.2%
AEHR vs PENG
+184.4%
-52.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +12.4% | -3.4% | +0.2% |
| 7D | -2.4% | -19.4% | +17.0% | +14.3% |
| 30D | -40.1% | -42.4% | +2.3% | -12.2% |
| 3M | -46.3% | -25.6% | -20.6% | -34.8% |
| 6M | -44.6% | +7.3% | -51.9% | -49.0% |
| YTD | +165.3% | +113.9% | +51.5% | +53.2% |
| 1Y | +126.1% | +93.6% | +32.6% | +39.4% |
| 3Y | +132.2% | +170.2% | -38.0% | +1.8% |
| All | +132.2% | +184.4% | -52.2% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling