+2,068.1%
LLY vs AEHR
+2,056.7%
+11.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | +0.2% |
| 7D | +1.4% | +8.1% | -6.8% | +1.2% |
| 30D | +21.5% | -15.9% | +37.4% | +21.7% |
| 3M | +18.5% | -43.9% | +62.3% | +19.2% |
| 6M | +49.1% | -37.1% | +86.2% | +48.8% |
| YTD | +34.4% | +225.8% | -191.4% | +28.5% |
| 1Y | +46.3% | +184.0% | -137.7% | +40.3% |
| 3Y | +145.5% | +168.5% | -23.0% | +130.8% |
| 5Y | +472.7% | +186.2% | +286.4% | +426.7% |
| All | +2,068.1% | +2,056.7% | +11.4% | +1,764.6% |
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