+165.3%
IWM vs AEHR
+3,808.7%
-3,643.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -2.5% | +23.0% | -25.5% | -4.4% |
| 30D | -4.4% | -19.9% | +15.5% | -3.1% |
| 3M | +2.2% | +0.5% | +1.7% | 0.0% |
| 6M | +14.0% | +123.6% | -109.5% | +2.3% |
| YTD | +17.4% | +364.6% | -347.3% | -2.4% |
| 1Y | +22.9% | +255.3% | -232.4% | +3.7% |
| 3Y | +62.1% | +89.7% | -27.6% | +34.3% |
| 5Y | +38.2% | +827.9% | -789.7% | -3.8% |
| All | +165.3% | +3,808.7% | -3,643.5% | +54.4% |
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