+420.9%
FSLR vs AEHR
+1,901.3%
-1,480.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.9% | -2.5% |
| 7D | -12.0% | +24.2% | -36.2% | -14.3% |
| 30D | -7.7% | -21.2% | +13.6% | -6.3% |
| 3M | -24.0% | -52.8% | +28.7% | -19.1% |
| 6M | -24.4% | -36.9% | +12.4% | -24.0% |
| YTD | -34.0% | +202.3% | -236.4% | -45.7% |
| 1Y | -35.6% | +162.9% | -198.5% | -46.2% |
| 3Y | +28.7% | +149.1% | -120.5% | -0.4% |
| 5Y | +55.3% | +146.2% | -90.9% | +11.5% |
| All | +420.9% | +1,901.3% | -1,480.5% | +207.1% |
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