+836.6%
AEHR vs PENG
+115.2%
+721.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.4% | +6.7% | +8.8% |
| 7D | +6.7% | +4.5% | +2.2% | +3.9% |
| 30D | -12.7% | -7.1% | -5.6% | -7.4% |
| 3M | -26.0% | -27.3% | +1.3% | -10.6% |
| 6M | +102.2% | +169.6% | -67.4% | +6.8% |
| YTD | +327.2% | +164.6% | +162.6% | +125.8% |
| 1Y | +228.1% | +109.5% | +118.6% | +100.7% |
| 3Y | +67.0% | +98.9% | -31.9% | -12.4% |
| All | +836.6% | +115.2% | +721.4% | +411.8% |
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 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