+3,912.3%
AEHR vs WAB
+296.8%
+3,615.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.3% |
| 7D | +9.8% | +0.1% | +9.6% | +9.6% |
| 30D | -26.7% | -4.1% | -22.7% | -24.5% |
| 3M | -8.1% | +8.2% | -16.3% | -12.5% |
| 6M | +123.1% | +15.4% | +107.7% | +108.8% |
| YTD | +369.0% | +33.1% | +335.8% | +308.3% |
| 1Y | +256.4% | +48.1% | +208.3% | +196.0% |
| 3Y | +96.4% | +167.7% | -71.4% | +24.8% |
| 5Y | +836.6% | +225.7% | +610.9% | +464.3% |
| All | +3,912.3% | +296.8% | +3,615.5% | +2,018.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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