+990.2%
IBKR vs AEHR
+3,845.4%
-2,855.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.1% |
| 7D | -1.3% | +9.8% | -11.1% | -2.1% |
| 30D | -0.2% | -26.7% | +26.5% | +1.9% |
| 3M | +3.0% | -8.1% | +11.0% | +1.8% |
| 6M | +33.9% | +123.1% | -89.2% | +21.5% |
| YTD | +42.5% | +369.0% | -326.5% | +21.2% |
| 1Y | +44.9% | +256.4% | -211.5% | +24.9% |
| 3Y | +293.0% | +96.4% | +196.6% | +232.1% |
| 5Y | +497.7% | +836.6% | -338.9% | +335.0% |
| All | +990.2% | +3,845.4% | -2,855.2% | +584.2% |
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