+3,912.3%
AEHR vs WTW
+198.0%
+3,714.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +9.8% | -5.7% | +15.5% | +11.7% |
| 30D | -26.7% | -7.3% | -19.5% | -25.4% |
| 3M | -8.1% | +21.5% | -29.6% | -16.0% |
| 6M | +123.1% | +9.6% | +113.4% | +109.5% |
| YTD | +369.0% | -3.3% | +372.3% | +359.3% |
| 1Y | +256.4% | -6.1% | +262.5% | +253.0% |
| 3Y | +96.4% | +61.8% | +34.5% | +35.3% |
| 5Y | +836.6% | +42.7% | +793.9% | +603.8% |
| All | +3,912.3% | +198.0% | +3,714.2% | +2,174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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