+190.5%
IONQ vs AEHR
+122.1%
+68.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +9.0% | +14.4% | +20.5% |
| 7D | +8.6% | -2.4% | +11.0% | +8.8% |
| 30D | -21.1% | -40.1% | +19.0% | -7.8% |
| 3M | -17.9% | -46.3% | +28.4% | -3.1% |
| 6M | -37.9% | -44.6% | +6.7% | -31.5% |
| YTD | -27.3% | +165.3% | -192.6% | -56.5% |
| 1Y | -43.2% | +126.1% | -169.3% | -64.1% |
| All | +190.5% | +122.1% | +68.4% | +41.5% |
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