+361.3%
LIN vs AEHR
+3,282.7%
-2,921.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +13.1% | -14.1% | -1.5% |
| 7D | -2.1% | +6.7% | -8.9% | -2.4% |
| 30D | -2.4% | -12.7% | +10.2% | -2.2% |
| 3M | -5.6% | -26.0% | +20.4% | -5.5% |
| 6M | -3.4% | +102.2% | -105.6% | -8.5% |
| YTD | +13.1% | +327.2% | -314.1% | +2.9% |
| 1Y | +2.5% | +228.1% | -225.6% | -6.3% |
| 3Y | +27.6% | +67.0% | -39.4% | +16.1% |
| 5Y | +63.0% | +928.1% | -865.1% | +30.2% |
| All | +361.3% | +3,282.7% | -2,921.5% | +221.6% |
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