+699.9%
IYR vs AEHR
+1,131.1%
-431.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.3% | -0.3% |
| 7D | -0.4% | +18.5% | -18.9% | -1.1% |
| 30D | -2.5% | -11.9% | +9.4% | -2.3% |
| 3M | +1.5% | -5.0% | +6.5% | +0.5% |
| 6M | +3.9% | +155.0% | -151.1% | -2.3% |
| YTD | +9.5% | +349.7% | -340.1% | -0.1% |
| 1Y | +7.5% | +260.4% | -253.0% | -1.6% |
| 3Y | +30.8% | +83.6% | -52.8% | +19.0% |
| 5Y | +4.8% | +917.8% | -913.0% | -14.5% |
| 10Y | +64.3% | +3,517.1% | -3,452.8% | +18.1% |
| All | +699.9% | +1,131.1% | -431.2% | +389.0% |
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 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