-11.0%
FLUT vs AEHR
+3,808.7%
-3,819.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | -3.6% | +23.0% | -26.6% | -4.5% |
| 30D | -0.3% | -19.9% | +19.6% | +0.4% |
| 3M | -12.6% | +0.5% | -13.2% | -13.9% |
| 6M | -8.0% | +123.6% | -131.6% | -14.6% |
| YTD | -54.1% | +364.6% | -418.7% | -59.6% |
| 1Y | -66.1% | +255.3% | -321.5% | -69.9% |
| 3Y | -45.0% | +89.7% | -134.7% | -51.7% |
| 5Y | -51.2% | +827.9% | -879.1% | -61.7% |
| All | -11.0% | +3,808.7% | -3,819.8% | -34.4% |
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