+182.8%
EWJ vs AEHR
+547.9%
-365.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.2% | -1.2% |
| 7D | +1.0% | +19.1% | -18.1% | +0.2% |
| 30D | +1.0% | -10.0% | +11.0% | +1.2% |
| 3M | +7.2% | +1.3% | +5.9% | +6.2% |
| 6M | +13.9% | +133.8% | -119.9% | +8.3% |
| YTD | +20.8% | +373.3% | -352.5% | +11.2% |
| 1Y | +26.4% | +256.2% | -229.8% | +17.2% |
| 3Y | +71.8% | +93.2% | -21.5% | +57.9% |
| 5Y | +49.9% | +793.1% | -743.2% | +27.1% |
| 10Y | +140.0% | +3,753.2% | -3,613.2% | +83.8% |
| All | +182.8% | +547.9% | -365.1% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling