+1,003.0%
BE vs AEHR
+3,613.3%
-2,610.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.7% | +6.4% |
| 7D | +9.0% | +9.8% | -0.7% | +6.4% |
| 30D | +16.3% | -26.7% | +43.0% | +24.9% |
| 3M | +10.8% | -8.1% | +18.9% | +10.6% |
| 6M | +73.2% | +123.1% | -49.9% | +36.0% |
| YTD | +217.4% | +369.0% | -151.6% | +108.8% |
| 1Y | +309.8% | +256.4% | +53.4% | +185.9% |
| 3Y | +1,726.2% | +96.4% | +1,629.8% | +1,154.9% |
| 5Y | +1,306.2% | +836.6% | +469.6% | +516.8% |
| All | +1,003.0% | +3,613.3% | -2,610.3% | +158.9% |
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