+285.7%
GDXJ vs AEHR
+88.1%
+197.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | -2.8% | +9.8% | -12.6% | -3.8% |
| 30D | +5.0% | -26.7% | +31.7% | +7.9% |
| 3M | +24.1% | -8.1% | +32.2% | +21.9% |
| 6M | -7.4% | +123.1% | -130.4% | -18.3% |
| YTD | +10.2% | +369.0% | -358.8% | -9.5% |
| 1Y | +42.5% | +256.4% | -213.8% | +18.8% |
| 3Y | +285.7% | +96.4% | +189.3% | +189.4% |
| All | +285.7% | +88.1% | +197.7% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling