+170.5%
AEP vs AEHR
+3,845.4%
-3,674.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.1% |
| 7D | -0.9% | +9.8% | -10.7% | -0.9% |
| 30D | -1.1% | -26.7% | +25.7% | -1.0% |
| 3M | -3.3% | -8.1% | +4.8% | -3.2% |
| 6M | -4.6% | +123.1% | -127.7% | -4.8% |
| YTD | +9.4% | +369.0% | -359.6% | +9.0% |
| 1Y | +16.9% | +256.4% | -239.4% | +16.6% |
| 3Y | +76.6% | +96.4% | -19.7% | +76.6% |
| 5Y | +66.2% | +836.6% | -770.4% | +63.8% |
| All | +170.5% | +3,845.4% | -3,674.9% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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