+74.0%
ALB vs AEHR
+3,845.4%
-3,771.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.6% |
| 7D | -6.6% | +9.8% | -16.4% | -7.8% |
| 30D | -8.1% | -26.7% | +18.6% | -4.9% |
| 3M | -25.7% | -8.1% | -17.6% | -27.5% |
| 6M | -29.5% | +123.1% | -152.5% | -40.9% |
| YTD | -16.2% | +369.0% | -385.2% | -37.6% |
| 1Y | +59.2% | +256.4% | -197.1% | +21.6% |
| 3Y | -33.7% | +96.4% | -130.1% | -50.9% |
| 5Y | -48.1% | +836.6% | -884.7% | -68.9% |
| All | +74.0% | +3,845.4% | -3,771.4% | -18.0% |
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