+3,912.3%
AEHR vs SBAC
+87.1%
+3,825.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | +9.8% | -2.1% | +11.9% | +10.5% |
| 30D | -26.7% | +2.0% | -28.7% | -27.5% |
| 3M | -8.1% | -8.3% | +0.2% | -6.4% |
| 6M | +123.1% | +0.3% | +122.7% | +118.8% |
| YTD | +369.0% | -2.2% | +371.2% | +359.6% |
| 1Y | +256.4% | -4.6% | +261.0% | +252.3% |
| 3Y | +96.4% | -8.3% | +104.7% | +89.6% |
| 5Y | +836.6% | -42.8% | +879.4% | +998.0% |
| All | +3,912.3% | +87.1% | +3,825.2% | +2,101.2% |
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