+56.8%
FSLR vs AEHR
+184.0%
-127.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -12.0% | -3.1% |
| 7D | -8.4% | +8.1% | -16.6% | -10.1% |
| 30D | -0.9% | -15.9% | +15.0% | +0.1% |
| 3M | -26.1% | -43.9% | +17.8% | -21.8% |
| 6M | -23.6% | -37.1% | +13.4% | -23.2% |
| YTD | -31.8% | +225.8% | -257.6% | -49.3% |
| 1Y | -32.6% | +184.0% | -216.6% | -48.9% |
| 3Y | +33.0% | +168.5% | -135.5% | -10.4% |
| 5Y | +56.8% | +186.2% | -129.5% | -19.5% |
| All | +56.8% | +184.0% | -127.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling