+114.1%
DT vs AEHR
+6,761.6%
-6,647.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.6% | +9.8% | -11.4% | -2.4% |
| 30D | +3.0% | -26.7% | +29.8% | +5.1% |
| 3M | +26.5% | -8.1% | +34.6% | +24.0% |
| 6M | +35.9% | +123.1% | -87.1% | +18.7% |
| YTD | +17.8% | +369.0% | -351.2% | -6.6% |
| 1Y | +4.1% | +256.4% | -252.3% | -16.1% |
| 3Y | +5.3% | +96.4% | -91.1% | -16.5% |
| 5Y | -27.2% | +836.6% | -863.8% | -55.8% |
| All | +114.1% | +6,761.6% | -6,647.5% | -11.8% |
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