+157.2%
EXC vs AEHR
+3,808.7%
-3,651.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -1.6% | +23.0% | -24.6% | -1.8% |
| 30D | -2.4% | -19.9% | +17.6% | -2.3% |
| 3M | -4.0% | +0.5% | -4.5% | -4.1% |
| 6M | -9.8% | +123.6% | -133.4% | -11.0% |
| YTD | +2.3% | +364.6% | -362.3% | -0.3% |
| 1Y | +3.8% | +255.3% | -251.5% | +1.4% |
| 3Y | +19.7% | +89.7% | -70.0% | +17.5% |
| 5Y | +45.6% | +827.9% | -782.3% | +33.2% |
| All | +157.2% | +3,808.7% | -3,651.5% | +113.4% |
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