+213.7%
ICE vs AEHR
+3,845.4%
-3,631.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | -2.4% | +9.8% | -12.2% | -2.6% |
| 30D | +4.0% | -26.7% | +30.7% | +4.7% |
| 3M | +13.7% | -8.1% | +21.8% | +13.1% |
| 6M | +0.9% | +123.1% | -122.1% | -3.2% |
| YTD | -2.1% | +369.0% | -371.1% | -9.1% |
| 1Y | -9.5% | +256.4% | -265.9% | -15.5% |
| 3Y | +42.1% | +96.4% | -54.3% | +31.7% |
| 5Y | +41.4% | +836.6% | -795.2% | +19.3% |
| All | +213.7% | +3,845.4% | -3,631.8% | +148.9% |
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