+394.5%
GLW vs AEHR
+976.1%
-581.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.7% | +0.7% |
| 7D | +16.9% | +19.1% | -2.2% | +13.6% |
| 30D | +7.0% | -10.0% | +17.0% | +8.5% |
| 3M | -3.0% | +1.3% | -4.3% | -4.5% |
| 6M | +31.0% | +133.8% | -102.8% | +15.7% |
| YTD | +93.4% | +373.3% | -279.9% | +58.0% |
| 1Y | +134.7% | +256.2% | -121.4% | +95.4% |
| 3Y | +471.8% | +93.2% | +378.6% | +363.8% |
| 5Y | +394.5% | +793.1% | -398.6% | +215.3% |
| All | +394.5% | +976.1% | -581.7% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling