+126.4%
AEHR vs PENG
+42.1%
+84.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +12.4% | -3.4% | +0.5% |
| 7D | -2.4% | -19.4% | +17.0% | +13.7% |
| 30D | -40.1% | -42.4% | +2.3% | -13.2% |
| 3M | -46.3% | -25.6% | -20.6% | -35.0% |
| 6M | -44.6% | +7.3% | -51.9% | -48.5% |
| YTD | +165.3% | +113.9% | +51.5% | +57.7% |
| 1Y | +126.1% | +93.6% | +32.6% | +43.5% |
| 3Y | +132.2% | +170.2% | -38.0% | +9.0% |
| All | +126.4% | +42.1% | +84.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling