+384.5%
ALAB vs AEHR
+564.1%
-179.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.2% | +2.6% |
| 7D | +9.6% | +19.1% | -9.5% | +4.4% |
| 30D | -5.3% | -10.0% | +4.8% | -3.9% |
| 3M | -12.0% | +1.3% | -13.4% | -14.8% |
| 6M | +145.7% | +133.8% | +12.0% | +94.3% |
| YTD | +80.7% | +373.3% | -292.6% | +19.8% |
| 1Y | +40.1% | +256.2% | -216.1% | -3.2% |
| All | +384.5% | +564.1% | -179.6% | +127.8% |
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