+218.2%
GLD vs AEHR
+3,898.3%
-3,680.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.3% | +0.8% |
| 7D | +0.1% | +19.1% | -19.0% | -0.1% |
| 30D | +0.2% | -10.0% | +10.2% | +0.3% |
| 3M | +3.2% | +1.3% | +1.9% | +2.8% |
| 6M | -14.6% | +133.8% | -148.4% | -16.1% |
| YTD | +1.8% | +373.3% | -371.5% | -0.7% |
| 1Y | +20.7% | +256.2% | -235.4% | +17.9% |
| 3Y | +126.5% | +93.2% | +33.3% | +120.5% |
| 5Y | +140.0% | +793.1% | -653.0% | +132.2% |
| 10Y | +218.2% | +3,753.2% | -3,535.0% | +201.8% |
| All | +218.2% | +3,898.3% | -3,680.1% | +201.8% |
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