+463.3%
GLW vs AEHR
+82.4%
+380.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.3% | +2.3% | +6.5% |
| 7D | +14.0% | +18.5% | -4.5% | +9.9% |
| 30D | +0.4% | -11.9% | +12.3% | +2.6% |
| 3M | -11.3% | -5.0% | -6.3% | -12.1% |
| 6M | +35.1% | +155.0% | -119.9% | +14.7% |
| YTD | +90.5% | +349.7% | -259.1% | +51.0% |
| 1Y | +132.0% | +260.4% | -128.4% | +86.5% |
| 3Y | +463.3% | +83.6% | +379.7% | +323.7% |
| All | +463.3% | +82.4% | +380.9% | +323.7% |
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