+98.2%
AEHR vs XYL
+16.4%
+81.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.3% | +6.4% |
| 7D | +19.1% | +0.8% | +18.2% | +17.6% |
| 30D | -10.0% | -10.8% | +0.8% | +1.3% |
| 3M | +1.3% | -2.5% | +3.9% | -0.7% |
| 6M | +133.8% | -12.2% | +145.9% | +164.7% |
| YTD | +373.3% | -20.1% | +393.4% | +484.5% |
| 1Y | +256.2% | -20.6% | +276.8% | +351.7% |
| All | +98.2% | +16.4% | +81.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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