+188.3%
ITW vs AEHR
+3,845.4%
-3,657.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -0.7% | +9.8% | -10.5% | -1.2% |
| 30D | -8.3% | -26.7% | +18.4% | -7.2% |
| 3M | +6.0% | -8.1% | +14.1% | +5.1% |
| 6M | 0.0% | +123.1% | -123.1% | -6.5% |
| YTD | +10.2% | +369.0% | -358.8% | -1.7% |
| 1Y | +3.2% | +256.4% | -253.2% | -7.1% |
| 3Y | +21.0% | +96.4% | -75.4% | +7.3% |
| 5Y | +37.9% | +836.6% | -798.7% | +9.8% |
| All | +188.3% | +3,845.4% | -3,657.1% | +99.0% |
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