+127.0%
AEHR vs SBAC
-39.6%
+166.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.1% | -7.1% |
| 7D | +6.4% | +0.6% | +5.7% | +6.2% |
| 30D | -20.3% | +5.5% | -25.8% | -21.9% |
| 3M | -53.8% | +3.1% | -56.9% | -54.7% |
| 6M | -44.8% | -7.0% | -37.8% | -44.6% |
| YTD | +182.2% | +0.5% | +181.7% | +172.4% |
| 1Y | +174.7% | +0.2% | +174.5% | +165.4% |
| 3Y | +143.5% | -7.4% | +150.9% | +130.4% |
| All | +127.0% | -39.6% | +166.6% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling