+82.2%
IBM vs AEHR
+136.3%
-54.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +1.1% |
| 7D | +1.6% | +6.4% | -4.8% | +1.5% |
| 30D | +9.2% | -20.3% | +29.5% | +9.3% |
| 3M | +4.9% | -53.8% | +58.7% | +5.4% |
| 6M | +16.8% | -44.8% | +61.6% | +16.9% |
| YTD | -14.3% | +182.2% | -196.5% | -19.0% |
| 1Y | -16.7% | +174.7% | -191.4% | -21.3% |
| 3Y | +82.2% | +143.5% | -61.3% | +65.4% |
| All | +82.2% | +136.3% | -54.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling