+253.1%
IONQ vs AEHR
+3,722.4%
-3,469.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.3% | -11.0% | -7.1% |
| 7D | +1.3% | +19.1% | -17.8% | -3.7% |
| 30D | -10.3% | -10.0% | -0.3% | -8.9% |
| 3M | -32.7% | +1.3% | -34.0% | -35.9% |
| 6M | +6.3% | +133.8% | -127.4% | -21.0% |
| YTD | -15.0% | +373.3% | -388.3% | -49.2% |
| 1Y | -13.3% | +256.2% | -269.5% | -45.2% |
| 3Y | +97.2% | +93.2% | +4.0% | +21.9% |
| 5Y | +278.7% | +793.1% | -514.3% | +60.7% |
| All | +253.1% | +3,722.4% | -3,469.3% | +40.3% |
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