+38.2%
IWM vs AEHR
+976.1%
-937.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.6% | -1.9% |
| 7D | -1.1% | +19.1% | -20.2% | -3.2% |
| 30D | -3.1% | -10.0% | +6.9% | -2.7% |
| 3M | +2.2% | +1.3% | +0.9% | -0.8% |
| 6M | +15.1% | +133.8% | -118.7% | -0.8% |
| YTD | +18.6% | +373.3% | -354.7% | -7.4% |
| 1Y | +24.0% | +256.2% | -232.2% | -1.1% |
| 3Y | +63.7% | +93.2% | -29.5% | +28.2% |
| 5Y | +38.2% | +793.1% | -754.9% | -17.2% |
| All | +38.2% | +976.1% | -937.9% | -17.2% |
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 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