+155.6%
GS vs AEHR
+126.8%
+28.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +1.0% |
| 7D | +5.9% | +6.4% | -0.5% | +5.1% |
| 30D | +4.3% | -20.3% | +24.6% | +5.8% |
| 3M | -11.7% | -53.8% | +42.1% | -6.0% |
| 6M | -3.2% | -44.8% | +41.6% | -1.4% |
| YTD | +5.8% | +182.2% | -176.4% | -11.1% |
| 1Y | +16.0% | +174.7% | -158.7% | -2.4% |
| 3Y | +199.8% | +143.5% | +56.2% | +134.3% |
| All | +155.6% | +126.8% | +28.8% | +70.3% |
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