+458.5%
FSLR vs AEHR
+3,845.4%
-3,387.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +2.2% | +9.8% | -7.5% | +1.1% |
| 30D | -7.8% | -26.7% | +18.9% | -5.2% |
| 3M | -22.9% | -8.1% | -14.8% | -24.2% |
| 6M | +4.4% | +123.1% | -118.7% | -8.3% |
| YTD | -20.0% | +369.0% | -389.0% | -36.3% |
| 1Y | +2.8% | +256.4% | -253.6% | -16.4% |
| 3Y | +16.5% | +96.4% | -79.8% | -7.3% |
| 5Y | +110.3% | +836.6% | -726.3% | +36.7% |
| All | +458.5% | +3,845.4% | -3,387.0% | +187.7% |
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