+185.7%
IONQ vs AEHR
+2,341.6%
-2,155.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.2% | -2.2% | -7.4% |
| 7D | +16.8% | +24.2% | -7.4% | +10.4% |
| 30D | -11.1% | -21.2% | +10.1% | -6.2% |
| 3M | -31.7% | -52.8% | +21.0% | -18.9% |
| 6M | -44.8% | -36.9% | -7.9% | -42.0% |
| YTD | -31.2% | +202.3% | -233.6% | -54.5% |
| 1Y | -39.1% | +162.9% | -202.0% | -58.2% |
| 3Y | +189.5% | +149.1% | +40.4% | +72.4% |
| 5Y | +53.2% | +146.2% | -93.1% | -24.3% |
| All | +185.7% | +2,341.6% | -2,155.9% | +25.8% |
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