+2,445.1%
AEHR vs PL
+46.6%
+2,398.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +14.5% | -2.9% | +6.2% |
| 7D | +16.2% | +10.9% | +5.3% | +13.0% |
| 30D | -29.3% | -16.4% | -13.0% | -23.4% |
| 3M | -42.0% | -39.9% | -2.0% | -29.4% |
| 6M | -38.5% | -63.2% | +24.7% | -11.7% |
| YTD | +196.2% | -27.1% | +223.4% | +230.1% |
| 1Y | +144.3% | +12.2% | +132.1% | +131.6% |
| 3Y | +158.0% | +584.3% | -426.3% | +8.6% |
| 5Y | +144.4% | +37.0% | +107.4% | +48.1% |
| All | +2,445.1% | +46.6% | +2,398.5% | +1,537.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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