-99.1%
FCEL vs AEHR
+3,845.4%
-3,944.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +6.3% | +9.8% | -3.5% | +3.7% |
| 30D | -26.7% | -26.7% | +0.1% | -21.0% |
| 3M | -10.2% | -8.1% | -2.1% | -11.3% |
| 6M | +123.5% | +123.1% | +0.4% | +75.2% |
| YTD | +117.4% | +369.0% | -251.6% | +38.9% |
| 1Y | +146.0% | +256.4% | -110.4% | +67.7% |
| 3Y | -61.9% | +96.4% | -158.3% | -74.2% |
| 5Y | -90.5% | +836.6% | -927.1% | -95.8% |
| All | -99.1% | +3,845.4% | -3,944.6% | -99.7% |
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