+3,753.2%
AEHR vs RL
+297.6%
+3,455.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.6% | +7.0% |
| 7D | +19.1% | -0.3% | +19.4% | +19.1% |
| 30D | -10.0% | -17.5% | +7.5% | -0.8% |
| 3M | +1.3% | -14.0% | +15.3% | +9.6% |
| 6M | +133.8% | -2.0% | +135.7% | +140.5% |
| YTD | +373.3% | -4.6% | +377.9% | +394.3% |
| 1Y | +256.2% | +9.5% | +246.7% | +248.7% |
| 3Y | +93.2% | +200.5% | -107.2% | +23.4% |
| 5Y | +793.1% | +226.3% | +566.8% | +453.8% |
| 10Y | +3,753.2% | +304.8% | +3,448.4% | +2,060.3% |
| All | +3,753.2% | +297.6% | +3,455.6% | +2,060.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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