+139.2%
F vs AEHR
+263.2%
-124.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.0% | -9.7% | -1.3% |
| 7D | +1.6% | -2.4% | +4.0% | +1.2% |
| 30D | +2.6% | -40.1% | +42.7% | +5.4% |
| 3M | -8.8% | -46.3% | +37.5% | -6.3% |
| 6M | +4.6% | -44.6% | +49.2% | +5.3% |
| YTD | -1.9% | +165.3% | -167.2% | -13.0% |
| 1Y | -0.8% | +126.1% | -126.9% | -11.2% |
| 3Y | +43.5% | +132.2% | -88.7% | +21.3% |
| 5Y | -12.1% | +108.3% | -120.3% | -28.8% |
| 10Y | +83.6% | +1,538.2% | -1,454.6% | +19.1% |
| All | +139.2% | +263.2% | -124.0% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling