+536.0%
AEHR vs PPG
+578.0%
-42.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -0.9% |
| 7D | +23.0% | -5.1% | +28.1% | +26.1% |
| 30D | -19.9% | -9.6% | -10.4% | -16.1% |
| 3M | +0.5% | -6.4% | +7.0% | +3.4% |
| 6M | +123.6% | +0.5% | +123.1% | +125.0% |
| YTD | +364.6% | +4.4% | +360.2% | +358.4% |
| 1Y | +255.3% | -0.9% | +256.2% | +258.3% |
| 3Y | +89.7% | -17.0% | +106.7% | +111.5% |
| 5Y | +827.9% | -23.7% | +851.5% | +996.2% |
| 10Y | +3,682.7% | +25.9% | +3,656.8% | +3,496.9% |
| All | +536.0% | +578.0% | -42.0% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling