+1,969.2%
AEHR vs STLD
+790.2%
+1,178.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.4% | -6.8% |
| 7D | +24.2% | +6.9% | +17.3% | +20.1% |
| 30D | -21.2% | -1.5% | -19.8% | -19.8% |
| 3M | -52.8% | -9.7% | -43.1% | -49.7% |
| 6M | -36.9% | +2.3% | -39.2% | -36.8% |
| YTD | +202.3% | +41.0% | +161.3% | +164.1% |
| 1Y | +162.9% | +51.8% | +111.1% | +122.8% |
| 3Y | +149.1% | +126.4% | +22.7% | +75.1% |
| 5Y | +146.2% | +285.7% | -139.5% | +43.5% |
| All | +1,969.2% | +790.2% | +1,178.9% | +687.8% |
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