+40.4%
EXC vs AEHR
+126.8%
-86.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.7% | +8.0% | +1.3% |
| 7D | +1.4% | +6.4% | -5.0% | +1.5% |
| 30D | +8.6% | -20.3% | +28.9% | +8.5% |
| 3M | +2.4% | -53.8% | +56.2% | +1.7% |
| 6M | +6.5% | -44.8% | +51.3% | +6.5% |
| YTD | +9.0% | +182.2% | -173.2% | +10.1% |
| 1Y | +4.6% | +174.7% | -170.2% | +5.6% |
| 3Y | +33.5% | +143.5% | -110.0% | +35.7% |
| All | +40.4% | +126.8% | -86.4% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling