+141.9%
EWJ vs AEHR
+3,845.4%
-3,703.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +0.3% | +9.8% | -9.5% | -0.2% |
| 30D | +0.8% | -26.7% | +27.5% | +2.2% |
| 3M | +7.5% | -8.1% | +15.6% | +6.7% |
| 6M | +15.6% | +123.1% | -107.5% | +8.4% |
| YTD | +22.7% | +369.0% | -346.3% | +10.2% |
| 1Y | +26.4% | +256.4% | -230.0% | +14.4% |
| 3Y | +72.5% | +96.4% | -23.8% | +53.9% |
| 5Y | +52.4% | +836.6% | -784.1% | +23.7% |
| All | +141.9% | +3,845.4% | -3,703.5% | +76.8% |
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