+1.7%
FSLR vs AEHR
+242.2%
-240.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.3% |
| 7D | -0.1% | +23.0% | -23.1% | -3.3% |
| 30D | -14.0% | -19.9% | +5.9% | -12.2% |
| 3M | -16.9% | +0.5% | -17.4% | -20.0% |
| 6M | +4.7% | +123.6% | -118.8% | -11.2% |
| YTD | -20.7% | +364.6% | -385.3% | -40.8% |
| 1Y | +1.7% | +255.3% | -253.7% | -20.2% |
| All | +1.7% | +242.2% | -240.6% | -20.2% |
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