+142.2%
BP vs AEHR
+1,768.2%
-1,626.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.5% | +1.2% |
| 7D | +3.8% | +6.4% | -2.6% | +3.4% |
| 30D | -5.3% | -20.3% | +15.0% | -4.8% |
| 3M | +9.3% | -53.8% | +63.0% | +12.3% |
| 6M | +7.2% | -44.8% | +52.0% | +7.6% |
| YTD | +38.0% | +182.2% | -144.2% | +23.7% |
| 1Y | +33.2% | +174.7% | -141.5% | +19.4% |
| 3Y | +50.3% | +143.5% | -93.2% | +29.0% |
| 5Y | +114.1% | +129.9% | -15.8% | +74.2% |
| All | +142.2% | +1,768.2% | -1,626.0% | +50.1% |
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