+192.7%
EXC vs AEHR
+1,901.3%
-1,708.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | +0.1% |
| 7D | -1.9% | +24.2% | -26.1% | -2.0% |
| 30D | +7.8% | -21.2% | +29.0% | +7.9% |
| 3M | +1.9% | -52.8% | +54.6% | +2.2% |
| 6M | +3.4% | -36.9% | +40.3% | +3.4% |
| YTD | +7.6% | +202.3% | -194.7% | +5.1% |
| 1Y | +2.1% | +162.9% | -160.8% | -0.1% |
| 3Y | +29.6% | +149.1% | -119.5% | +25.5% |
| 5Y | +39.5% | +146.2% | -106.7% | +31.9% |
| All | +192.7% | +1,901.3% | -1,708.6% | +147.5% |
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