+96.4%
AEHR vs WY
-24.8%
+121.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +9.8% | -4.2% | +13.9% | +13.1% |
| 30D | -26.7% | -10.1% | -16.6% | -21.1% |
| 3M | -8.1% | -8.5% | +0.4% | -4.4% |
| 6M | +123.1% | -3.3% | +126.4% | +122.7% |
| YTD | +369.0% | -4.4% | +373.4% | +367.5% |
| 1Y | +256.4% | -11.5% | +267.9% | +280.2% |
| 3Y | +96.4% | -24.3% | +120.7% | +127.2% |
| All | +96.4% | -24.8% | +121.2% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling