+2,056.5%
AEHR vs SBAC
+2,208.1%
-151.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.1% | +14.2% | +13.3% |
| 7D | +6.7% | -0.8% | +7.5% | +6.8% |
| 30D | -12.7% | +6.9% | -19.6% | -13.8% |
| 3M | -26.0% | -8.2% | -17.8% | -25.5% |
| 6M | +102.2% | -1.6% | +103.8% | +101.2% |
| YTD | +327.2% | -0.1% | +327.4% | +322.4% |
| 1Y | +228.1% | -0.5% | +228.6% | +224.4% |
| 3Y | +67.0% | -9.1% | +76.1% | +65.8% |
| 5Y | +928.1% | -43.8% | +971.9% | +1,003.8% |
| 10Y | +3,269.5% | +80.5% | +3,189.0% | +2,886.2% |
| All | +2,056.5% | +2,208.1% | -151.6% | +1,236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling