+214.8%
B vs AEHR
+1,768.2%
-1,553.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.4% |
| 7D | -7.3% | +6.4% | -13.7% | -7.6% |
| 30D | -3.3% | -20.3% | +17.0% | -2.9% |
| 3M | -7.8% | -53.8% | +46.0% | -5.5% |
| 6M | -15.5% | -44.8% | +29.3% | -15.0% |
| YTD | -12.3% | +182.2% | -194.5% | -17.0% |
| 1Y | +5.4% | +174.7% | -169.4% | -0.3% |
| 3Y | +165.5% | +143.5% | +22.0% | +147.3% |
| 5Y | +107.0% | +129.9% | -22.8% | +91.1% |
| All | +214.8% | +1,768.2% | -1,553.4% | +192.8% |
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