+151.7%
HYG vs AEHR
+1,546.8%
-1,395.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | 0.0% |
| 7D | -0.7% | +9.8% | -10.5% | -0.9% |
| 30D | -0.7% | -26.7% | +26.0% | -0.2% |
| 3M | -0.2% | -8.1% | +7.9% | -0.6% |
| 6M | +1.4% | +123.1% | -121.6% | -1.5% |
| YTD | +1.5% | +369.0% | -367.5% | -3.5% |
| 1Y | +2.9% | +256.4% | -253.5% | -1.7% |
| 3Y | +25.6% | +96.4% | -70.7% | +19.3% |
| 5Y | +18.6% | +836.6% | -818.0% | +6.4% |
| 10Y | +55.7% | +3,718.1% | -3,662.4% | +30.2% |
| All | +151.7% | +1,546.8% | -1,395.0% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling