+3,912.3%
AEHR vs WU
-39.1%
+3,951.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.7% |
| 7D | +9.8% | -3.5% | +13.3% | +11.2% |
| 30D | -26.7% | -2.9% | -23.8% | -26.2% |
| 3M | -8.1% | -2.3% | -5.8% | -9.9% |
| 6M | +123.1% | -25.4% | +148.4% | +144.3% |
| YTD | +369.0% | -21.2% | +390.2% | +396.5% |
| 1Y | +256.4% | -8.9% | +265.2% | +249.6% |
| 3Y | +96.4% | -29.0% | +125.3% | +114.6% |
| 5Y | +836.6% | -50.7% | +887.3% | +1,020.9% |
| All | +3,912.3% | -39.1% | +3,951.4% | +4,044.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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