-90.7%
FCEL vs AEHR
+775.9%
-866.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.3% |
| 7D | +6.3% | +23.0% | -16.7% | -1.3% |
| 30D | -18.8% | -19.9% | +1.1% | -13.2% |
| 3M | -3.8% | +0.5% | -4.3% | -8.8% |
| 6M | +121.1% | +123.6% | -2.4% | +59.3% |
| YTD | +113.3% | +364.6% | -251.4% | +17.4% |
| 1Y | +173.5% | +255.3% | -81.8% | +63.3% |
| 3Y | -63.9% | +89.7% | -153.6% | -78.1% |
| 5Y | -90.7% | +827.9% | -918.6% | -96.9% |
| All | -90.7% | +775.9% | -866.6% | -96.9% |
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