+3,912.3%
AEHR vs XLRE
+89.0%
+3,823.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.2% |
| 7D | +9.8% | -1.2% | +10.9% | +10.8% |
| 30D | -26.7% | -2.4% | -24.3% | -25.5% |
| 3M | -8.1% | -2.5% | -5.6% | -8.1% |
| 6M | +123.1% | +4.0% | +119.1% | +113.0% |
| YTD | +369.0% | +9.3% | +359.7% | +329.6% |
| 1Y | +256.4% | +5.6% | +250.8% | +236.6% |
| 3Y | +96.4% | +31.3% | +65.1% | +58.1% |
| 5Y | +836.6% | +9.5% | +827.0% | +768.9% |
| All | +3,912.3% | +89.0% | +3,823.2% | +2,582.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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