+417.5%
LIN vs AEHR
+1,574.1%
-1,156.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.0% | -10.1% | -1.5% |
| 7D | +0.2% | -2.4% | +2.6% | 0.0% |
| 30D | +6.5% | -40.1% | +46.5% | +8.1% |
| 3M | +5.5% | -46.3% | +51.8% | +7.1% |
| 6M | +3.3% | -44.6% | +47.9% | +3.5% |
| YTD | +22.0% | +165.3% | -143.3% | +12.2% |
| 1Y | +25.7% | +126.1% | -100.4% | +16.3% |
| 3Y | +36.2% | +132.2% | -96.0% | +20.3% |
| 5Y | +66.1% | +108.3% | -42.2% | +40.3% |
| All | +417.5% | +1,574.1% | -1,156.6% | +258.7% |
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