+833.1%
GLW vs AEHR
+3,808.7%
-2,975.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -3.0% |
| 7D | +11.7% | +23.0% | -11.3% | +9.0% |
| 30D | +2.7% | -19.9% | +22.6% | +5.2% |
| 3M | -2.8% | +0.5% | -3.3% | -3.8% |
| 6M | +20.2% | +123.6% | -103.4% | +9.9% |
| YTD | +87.3% | +364.6% | -277.4% | +60.6% |
| 1Y | +119.6% | +255.3% | -135.7% | +91.0% |
| 3Y | +453.7% | +89.7% | +364.0% | +373.0% |
| 5Y | +376.1% | +827.9% | -451.8% | +242.9% |
| All | +833.1% | +3,808.7% | -2,975.7% | +448.1% |
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