+3,912.3%
AEHR vs WY
+7.6%
+3,904.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +9.8% | -4.2% | +13.9% | +12.3% |
| 30D | -26.7% | -10.1% | -16.6% | -22.6% |
| 3M | -8.1% | -8.5% | +0.4% | -5.3% |
| 6M | +123.1% | -3.3% | +126.4% | +124.3% |
| YTD | +369.0% | -4.4% | +373.4% | +372.7% |
| 1Y | +256.4% | -11.5% | +267.9% | +273.2% |
| 3Y | +96.4% | -24.3% | +120.7% | +125.1% |
| 5Y | +836.6% | -21.3% | +857.9% | +999.5% |
| All | +3,912.3% | +7.6% | +3,904.7% | +4,085.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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