+793.1%
AEHR vs STLA
-63.2%
+856.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.1% | +6.3% |
| 7D | +19.1% | +0.4% | +18.7% | +18.5% |
| 30D | -10.0% | -5.2% | -4.8% | -8.9% |
| 3M | +1.3% | -24.9% | +26.2% | +17.5% |
| 6M | +133.8% | -25.2% | +158.9% | +174.6% |
| YTD | +373.3% | -51.4% | +424.7% | +568.0% |
| 1Y | +256.2% | -40.7% | +296.9% | +329.3% |
| 3Y | +93.2% | -66.3% | +159.5% | +210.2% |
| 5Y | +793.1% | -63.2% | +856.3% | +1,212.2% |
| All | +793.1% | -63.2% | +856.3% | +1,212.2% |
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