-26.8%
FLUT vs AEHR
+1,768.2%
-1,795.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.6% | -0.7% |
| 7D | -0.7% | +6.4% | -7.1% | -1.0% |
| 30D | +9.3% | -20.3% | +29.5% | +9.8% |
| 3M | -17.5% | -53.8% | +36.3% | -15.3% |
| 6M | -14.6% | -44.8% | +30.2% | -14.5% |
| YTD | -62.3% | +182.2% | -244.5% | -66.3% |
| 1Y | -59.6% | +174.7% | -234.4% | -64.0% |
| 3Y | -45.3% | +143.5% | -188.8% | -53.1% |
| 5Y | -50.4% | +129.9% | -180.3% | -59.8% |
| All | -26.8% | +1,768.2% | -1,795.0% | -46.9% |
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 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