+1,831.5%
AEHR vs SBAC
+114.8%
+1,716.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.1% | -7.1% |
| 7D | +6.4% | +0.6% | +5.7% | +6.1% |
| 30D | -20.3% | +5.5% | -25.8% | -22.1% |
| 3M | -53.8% | +3.1% | -56.9% | -54.8% |
| 6M | -44.8% | -7.0% | -37.8% | -44.9% |
| YTD | +182.2% | +0.5% | +181.7% | +171.8% |
| 1Y | +174.7% | +0.2% | +174.5% | +164.8% |
| 3Y | +143.5% | -7.4% | +150.9% | +132.9% |
| 5Y | +129.9% | -39.7% | +169.6% | +164.2% |
| All | +1,831.5% | +114.8% | +1,716.7% | +650.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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