+21.3%
EXC vs AEHR
+82.4%
-61.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | +0.8% |
| 7D | +1.2% | +18.5% | -17.3% | +1.7% |
| 30D | -2.7% | -11.9% | +9.2% | -2.9% |
| 3M | -1.0% | -5.0% | +4.0% | -0.2% |
| 6M | -9.3% | +155.0% | -164.2% | -6.6% |
| YTD | +3.6% | +349.7% | -346.1% | +7.9% |
| 1Y | +5.9% | +260.4% | -254.5% | +10.1% |
| 3Y | +21.3% | +83.6% | -62.3% | +26.5% |
| All | +21.3% | +82.4% | -61.1% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling