+54.4%
DLR vs AEHR
+136.3%
-82.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | -1.4% |
| 7D | +3.3% | +6.4% | -3.0% | +2.8% |
| 30D | +4.6% | -20.3% | +24.9% | +5.5% |
| 3M | -8.3% | -53.8% | +45.5% | -4.6% |
| 6M | -5.6% | -44.8% | +39.2% | -4.7% |
| YTD | +18.7% | +182.2% | -163.5% | +5.0% |
| 1Y | +17.1% | +174.7% | -157.6% | +3.7% |
| 3Y | +54.4% | +143.5% | -89.2% | +22.7% |
| All | +54.4% | +136.3% | -82.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling