+128.5%
GLD vs AEHR
+68.1%
+60.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +13.1% | -13.9% | -1.3% |
| 7D | -0.5% | +6.7% | -7.3% | -0.8% |
| 30D | +4.4% | -12.7% | +17.1% | +4.7% |
| 3M | -1.1% | -26.0% | +24.9% | -1.0% |
| 6M | -13.8% | +102.2% | -116.0% | -17.2% |
| YTD | +2.6% | +327.2% | -324.6% | -3.7% |
| 1Y | +24.5% | +228.1% | -203.6% | +17.2% |
| All | +128.5% | +68.1% | +60.3% | +106.9% |
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