+25.3%
BIL vs AEHR
+3,845.4%
-3,820.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | +9.8% | -9.7% | +0.1% |
| 30D | +0.3% | -26.7% | +27.0% | +0.3% |
| 3M | +0.9% | -8.1% | +9.0% | +0.9% |
| 6M | +1.8% | +123.1% | -121.2% | +1.8% |
| YTD | +2.5% | +369.0% | -366.5% | +2.5% |
| 1Y | +3.7% | +256.4% | -252.7% | +3.7% |
| 3Y | +14.1% | +96.4% | -82.2% | +14.1% |
| 5Y | +19.5% | +836.6% | -817.1% | +19.5% |
| All | +25.3% | +3,845.4% | -3,820.1% | +25.4% |
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