+1,662.2%
AEHR vs STLD
+761.4%
+900.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.7% |
| 7D | -2.4% | -11.1% | +8.7% | +4.4% |
| 30D | -40.1% | -4.8% | -35.3% | -37.9% |
| 3M | -46.3% | -14.6% | -31.7% | -41.2% |
| 6M | -44.6% | -7.4% | -37.2% | -41.6% |
| YTD | +165.3% | +32.6% | +132.8% | +139.3% |
| 1Y | +126.1% | +47.3% | +78.8% | +94.9% |
| 3Y | +132.2% | +107.5% | +24.7% | +70.5% |
| 5Y | +108.3% | +268.8% | -160.6% | +24.9% |
| All | +1,662.2% | +761.4% | +900.8% | +685.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling