+206.1%
GLD vs AEHR
+1,768.2%
-1,562.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.8% | +0.3% |
| 7D | -4.6% | +6.4% | -10.9% | -4.7% |
| 30D | -5.5% | -20.3% | +14.8% | -5.3% |
| 3M | -10.9% | -53.8% | +42.9% | -10.1% |
| 6M | -17.4% | -44.8% | +27.4% | -17.2% |
| YTD | -10.3% | +182.2% | -192.5% | -12.0% |
| 1Y | -7.2% | +174.7% | -181.9% | -8.9% |
| 3Y | +96.9% | +143.5% | -46.6% | +92.5% |
| 5Y | +103.8% | +129.9% | -26.1% | +98.8% |
| All | +206.1% | +1,768.2% | -1,562.1% | +198.4% |
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 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