+3,875.0%
AEHR vs WAT
+166.5%
+3,708.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +23.0% | -2.9% | +25.9% | +24.6% |
| 30D | -19.9% | -3.2% | -16.7% | -18.9% |
| 3M | +0.5% | +10.6% | -10.1% | -4.1% |
| 6M | +123.6% | +34.0% | +89.5% | +94.2% |
| YTD | +364.6% | +5.7% | +358.9% | +345.8% |
| 1Y | +255.3% | +37.1% | +218.3% | +203.8% |
| 3Y | +89.7% | +52.4% | +37.3% | +50.2% |
| 5Y | +827.9% | -4.4% | +832.3% | +761.4% |
| All | +3,875.0% | +166.5% | +3,708.5% | +2,049.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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