+303.5%
EWY vs AEHR
+3,845.4%
-3,541.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.2% |
| 7D | -0.1% | +9.8% | -9.9% | -1.0% |
| 30D | +7.3% | -26.7% | +34.0% | +10.2% |
| 3M | -5.1% | -8.1% | +3.0% | -5.6% |
| 6M | +42.1% | +123.1% | -81.0% | +31.1% |
| YTD | +94.1% | +369.0% | -274.9% | +69.1% |
| 1Y | +147.8% | +256.4% | -108.6% | +118.4% |
| 3Y | +222.9% | +96.4% | +126.5% | +179.7% |
| 5Y | +150.6% | +836.6% | -686.0% | +91.2% |
| All | +303.5% | +3,845.4% | -3,541.9% | +162.8% |
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