+246.5%
BBY vs AEHR
+3,845.4%
-3,598.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +3.0% |
| 7D | +0.6% | +9.8% | -9.2% | 0.0% |
| 30D | +9.4% | -26.7% | +36.1% | +11.1% |
| 3M | +19.3% | -8.1% | +27.4% | +17.9% |
| 6M | +47.9% | +123.1% | -75.1% | +34.7% |
| YTD | +39.6% | +369.0% | -329.4% | +18.5% |
| 1Y | +22.2% | +256.4% | -234.2% | +5.2% |
| 3Y | +45.0% | +96.4% | -51.4% | +21.7% |
| 5Y | +2.6% | +836.6% | -834.0% | -24.8% |
| All | +246.5% | +3,845.4% | -3,598.9% | +121.6% |
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