+59.0%
ILMN vs AEHR
+2,129.8%
-2,070.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -2.0% |
| 7D | -6.0% | +8.1% | -14.1% | -6.9% |
| 30D | -23.0% | -15.9% | -7.2% | -22.1% |
| 3M | +10.4% | -43.9% | +54.3% | +15.0% |
| 6M | +49.4% | -37.1% | +86.5% | +49.6% |
| YTD | +62.3% | +225.8% | -163.5% | +32.9% |
| 1Y | +73.7% | +184.0% | -110.3% | +43.9% |
| 3Y | +122.5% | +168.5% | -46.0% | +71.9% |
| 5Y | -43.2% | +186.2% | -229.4% | -59.4% |
| 10Y | +59.0% | +2,078.1% | -2,019.2% | -12.7% |
| All | +59.0% | +2,129.8% | -2,070.9% | -12.7% |
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