+83.6%
AEHR vs STLA
-65.4%
+149.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.3% | +6.5% |
| 7D | +18.5% | +0.7% | +17.8% | +17.9% |
| 30D | -11.9% | -2.4% | -9.6% | -12.0% |
| 3M | -5.0% | -23.9% | +18.9% | +6.3% |
| 6M | +155.0% | -24.6% | +179.6% | +188.7% |
| YTD | +349.7% | -50.5% | +400.2% | +482.0% |
| 1Y | +260.4% | -39.8% | +300.3% | +311.2% |
| 3Y | +83.6% | -65.6% | +149.2% | +166.4% |
| All | +83.6% | -65.4% | +149.0% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling