+3,912.3%
AEHR vs TROW
+130.0%
+3,782.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.8% |
| 7D | +9.8% | -3.2% | +13.0% | +12.4% |
| 30D | -26.7% | -4.6% | -22.1% | -24.3% |
| 3M | -8.1% | -0.7% | -7.4% | -8.8% |
| 6M | +123.1% | +22.2% | +100.9% | +91.4% |
| YTD | +369.0% | +6.6% | +362.4% | +345.3% |
| 1Y | +256.4% | +5.8% | +250.6% | +241.8% |
| 3Y | +96.4% | +11.6% | +84.8% | +84.4% |
| 5Y | +836.6% | -38.9% | +875.5% | +1,107.7% |
| All | +3,912.3% | +130.0% | +3,782.2% | +4,184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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