+431.5%
LIN vs AEHR
+1,768.2%
-1,336.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.7% | +7.3% | +0.9% |
| 7D | +2.1% | +6.4% | -4.3% | +1.8% |
| 30D | +6.8% | -20.3% | +27.1% | +7.2% |
| 3M | +10.4% | -53.8% | +64.2% | +12.8% |
| 6M | +3.2% | -44.8% | +48.0% | +3.4% |
| YTD | +24.6% | +182.2% | -157.6% | +14.2% |
| 1Y | +24.4% | +174.7% | -150.3% | +14.0% |
| 3Y | +36.7% | +143.5% | -106.8% | +20.4% |
| 5Y | +67.0% | +129.9% | -62.8% | +40.4% |
| All | +431.5% | +1,768.2% | -1,336.7% | +273.9% |
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