+143.5%
AEHR vs STLD
+119.8%
+23.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.2% | -3.4% | -3.8% |
| 7D | +6.4% | +2.9% | +3.4% | +4.0% |
| 30D | -20.3% | -5.6% | -14.7% | -14.8% |
| 3M | -53.8% | -11.7% | -42.1% | -47.8% |
| 6M | -44.8% | -2.8% | -42.0% | -42.7% |
| YTD | +182.2% | +36.4% | +145.8% | +131.4% |
| 1Y | +174.7% | +50.0% | +124.7% | +112.2% |
| 3Y | +143.5% | +122.3% | +21.2% | +44.7% |
| All | +143.5% | +119.8% | +23.7% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling