+37.6%
ITW vs AEHR
+817.5%
-780.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -0.7% | +9.8% | -10.5% | -1.3% |
| 30D | -8.3% | -26.7% | +18.4% | -7.0% |
| 3M | +6.0% | -8.1% | +14.1% | +5.0% |
| 6M | 0.0% | +123.1% | -123.1% | -8.1% |
| YTD | +10.2% | +369.0% | -358.8% | -4.6% |
| 1Y | +3.2% | +256.4% | -253.2% | -9.8% |
| 3Y | +21.0% | +96.4% | -75.4% | +4.3% |
| All | +37.6% | +817.5% | -780.0% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling