+181.9%
FANG vs AEHR
+3,845.4%
-3,663.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +2.9% | +9.8% | -6.9% | +2.2% |
| 30D | +2.6% | -26.7% | +29.3% | +4.5% |
| 3M | +7.6% | -8.1% | +15.7% | +6.2% |
| 6M | +17.3% | +123.1% | -105.7% | +6.1% |
| YTD | +38.7% | +369.0% | -330.3% | +16.3% |
| 1Y | +51.6% | +256.4% | -204.7% | +28.8% |
| 3Y | +50.0% | +96.4% | -46.4% | +25.0% |
| 5Y | +237.6% | +836.6% | -599.0% | +127.2% |
| All | +181.9% | +3,845.4% | -3,663.5% | +40.0% |
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 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