+478.1%
FLEX vs AEHR
+82.4%
+395.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.3% | -0.9% | +3.2% |
| 7D | +7.0% | +18.5% | -11.6% | +2.8% |
| 30D | -5.8% | -11.9% | +6.1% | -3.8% |
| 3M | -24.2% | -5.0% | -19.2% | -25.6% |
| 6M | +90.8% | +155.0% | -64.2% | +52.9% |
| YTD | +89.2% | +349.7% | -260.5% | +35.6% |
| 1Y | +104.7% | +260.4% | -155.7% | +50.1% |
| 3Y | +478.1% | +83.6% | +394.5% | +298.5% |
| All | +478.1% | +82.4% | +395.7% | +298.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling