+169.7%
EXE vs AEHR
+3,407.0%
-3,237.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | -3.1% | +9.8% | -12.9% | -3.4% |
| 30D | -0.9% | -26.7% | +25.8% | -0.2% |
| 3M | +9.6% | -8.1% | +17.6% | +9.0% |
| 6M | -11.6% | +123.1% | -134.7% | -15.5% |
| YTD | -12.6% | +369.0% | -381.6% | -19.2% |
| 1Y | +1.2% | +256.4% | -255.2% | -5.9% |
| 3Y | +18.0% | +96.4% | -78.3% | +8.9% |
| 5Y | +101.1% | +836.6% | -735.5% | +72.5% |
| All | +169.7% | +3,407.0% | -3,237.3% | +132.4% |
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