+127.0%
AEHR vs STLA
-74.6%
+201.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.6% | -6.1% |
| 7D | +6.4% | -13.8% | +20.1% | +14.5% |
| 30D | -20.3% | -10.5% | -9.8% | -17.0% |
| 3M | -53.8% | -28.9% | -24.9% | -46.7% |
| 6M | -44.8% | -49.7% | +4.9% | -22.4% |
| YTD | +182.2% | -64.9% | +247.1% | +359.7% |
| 1Y | +174.7% | -64.0% | +238.8% | +337.6% |
| 3Y | +143.5% | -77.4% | +220.9% | +381.7% |
| All | +127.0% | -74.6% | +201.6% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling