+3,912.3%
AEHR vs PPG
+26.9%
+3,885.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +9.8% | -6.2% | +16.0% | +15.3% |
| 30D | -26.7% | -7.9% | -18.8% | -22.0% |
| 3M | -8.1% | -10.2% | +2.1% | -1.0% |
| 6M | +123.1% | +2.7% | +120.4% | +120.0% |
| YTD | +369.0% | +4.9% | +364.1% | +351.7% |
| 1Y | +256.4% | -3.2% | +259.6% | +263.0% |
| 3Y | +96.4% | -17.0% | +113.4% | +127.8% |
| 5Y | +836.6% | -23.3% | +859.9% | +1,052.8% |
| All | +3,912.3% | +26.9% | +3,885.4% | +3,676.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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