+346.0%
AEHR vs RL
+2,108.2%
-1,762.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.4% | +11.8% | +10.9% |
| 7D | +8.1% | -4.4% | +12.5% | +10.1% |
| 30D | -15.9% | +5.6% | -21.4% | -17.1% |
| 3M | -43.9% | -0.6% | -43.2% | -43.7% |
| 6M | -37.1% | +15.5% | -52.5% | -39.6% |
| YTD | +225.8% | +12.3% | +213.5% | +219.3% |
| 1Y | +184.0% | +19.3% | +164.7% | +173.9% |
| 3Y | +168.5% | +255.5% | -87.1% | +96.1% |
| 5Y | +186.2% | +247.1% | -60.8% | +111.1% |
| 10Y | +2,078.1% | +346.0% | +1,732.1% | +1,342.4% |
| All | +346.0% | +2,108.2% | -1,762.3% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling