-26.0%
FSLR vs AEHR
+147.2%
-173.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.6% | +11.2% | +5.5% |
| 7D | +10.3% | -5.7% | +16.1% | +10.6% |
| 30D | +10.4% | -41.7% | +52.1% | +18.0% |
| 3M | -20.2% | -44.6% | +24.5% | -15.5% |
| 6M | -8.0% | -28.9% | +20.9% | -8.6% |
| YTD | -25.5% | +201.3% | -226.9% | -42.0% |
| 1Y | -26.0% | +145.3% | -171.3% | -38.3% |
| All | -26.0% | +147.2% | -173.2% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling