+291.6%
GDX vs AEHR
+3,808.7%
-3,517.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.4% |
| 7D | -5.4% | +23.0% | -28.4% | -6.4% |
| 30D | +6.6% | -19.9% | +26.5% | +7.4% |
| 3M | +30.1% | +0.5% | +29.6% | +28.6% |
| 6M | -7.1% | +123.6% | -130.7% | -11.9% |
| YTD | +12.0% | +364.6% | -352.7% | +2.9% |
| 1Y | +41.2% | +255.3% | -214.1% | +30.7% |
| 3Y | +251.0% | +89.7% | +161.3% | +221.4% |
| 5Y | +226.7% | +827.9% | -601.2% | +185.7% |
| All | +291.6% | +3,808.7% | -3,517.1% | +218.5% |
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 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