+14.4%
BABA vs AEHR
+3,808.7%
-3,794.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.6% |
| 7D | -2.9% | +23.0% | -25.9% | -4.7% |
| 30D | -15.1% | -19.9% | +4.9% | -13.9% |
| 3M | -5.0% | +0.5% | -5.6% | -7.3% |
| 6M | -19.9% | +123.6% | -143.5% | -28.3% |
| YTD | -25.3% | +364.6% | -389.9% | -38.1% |
| 1Y | -23.9% | +255.3% | -279.2% | -36.0% |
| 3Y | +28.1% | +89.7% | -61.6% | +6.2% |
| 5Y | -31.4% | +827.9% | -859.3% | -53.2% |
| All | +14.4% | +3,808.7% | -3,794.3% | -35.4% |
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