+1,941.3%
ITW vs AEHR
+547.9%
+1,393.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -2.0% |
| 7D | -1.9% | +19.1% | -21.0% | -2.6% |
| 30D | -10.4% | -10.0% | -0.3% | -10.2% |
| 3M | +3.5% | +1.3% | +2.2% | +2.4% |
| 6M | -3.4% | +133.8% | -137.1% | -8.5% |
| YTD | +8.5% | +373.3% | -364.8% | -0.8% |
| 1Y | +3.2% | +256.2% | -252.9% | -4.9% |
| 3Y | +18.9% | +93.2% | -74.4% | +8.5% |
| 5Y | +35.0% | +793.1% | -758.1% | +12.8% |
| 10Y | +188.6% | +3,753.2% | -3,564.6% | +115.0% |
| All | +1,941.3% | +547.9% | +1,393.5% | +1,198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling