+143.8%
IBM vs AEHR
+3,845.4%
-3,701.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.9% |
| 7D | +3.6% | +9.8% | -6.2% | +3.3% |
| 30D | +3.1% | -26.7% | +29.8% | +3.8% |
| 3M | -10.8% | -8.1% | -2.8% | -11.3% |
| 6M | -0.8% | +123.1% | -123.9% | -5.0% |
| YTD | -16.2% | +369.0% | -385.2% | -22.3% |
| 1Y | -2.9% | +256.4% | -259.3% | -9.5% |
| 3Y | +79.8% | +96.4% | -16.5% | +66.0% |
| 5Y | +124.9% | +836.6% | -711.7% | +87.8% |
| All | +143.8% | +3,845.4% | -3,701.6% | +73.7% |
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 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