+11.7%
BABA vs AEHR
+1,901.3%
-1,889.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.2% | +0.2% | -6.4% |
| 7D | -12.7% | +24.2% | -36.9% | -14.4% |
| 30D | -14.9% | -21.2% | +6.4% | -14.0% |
| 3M | -24.6% | -52.8% | +28.1% | -21.0% |
| 6M | -29.3% | -36.9% | +7.5% | -29.5% |
| YTD | -35.0% | +202.3% | -237.4% | -44.9% |
| 1Y | -39.7% | +162.9% | -202.6% | -48.4% |
| 3Y | +21.2% | +149.1% | -128.0% | -3.0% |
| 5Y | -39.9% | +146.2% | -186.1% | -55.9% |
| All | +11.7% | +1,901.3% | -1,889.6% | -35.5% |
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