+192.5%
JNJ vs AEHR
+3,845.4%
-3,652.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -3.5% | +9.8% | -13.3% | -3.5% |
| 30D | +2.3% | -26.7% | +29.0% | +2.3% |
| 3M | +12.0% | -8.1% | +20.1% | +12.0% |
| 6M | +10.5% | +123.1% | -112.6% | +9.8% |
| YTD | +30.4% | +369.0% | -338.6% | +29.0% |
| 1Y | +52.1% | +256.4% | -204.2% | +50.6% |
| 3Y | +77.8% | +96.4% | -18.6% | +76.3% |
| 5Y | +82.9% | +836.6% | -753.7% | +75.4% |
| All | +192.5% | +3,845.4% | -3,652.9% | +158.8% |
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