+1,560.7%
LLY vs AEHR
+3,808.7%
-2,248.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -3.2% | +23.0% | -26.2% | -3.5% |
| 30D | -7.4% | -19.9% | +12.5% | -7.2% |
| 3M | -1.0% | +0.5% | -1.6% | -1.6% |
| 6M | +12.5% | +123.6% | -111.1% | +9.4% |
| YTD | +5.0% | +364.6% | -359.6% | +0.2% |
| 1Y | +49.8% | +255.3% | -205.6% | +43.4% |
| 3Y | +95.5% | +89.7% | +5.8% | +85.6% |
| 5Y | +390.7% | +827.9% | -437.2% | +344.7% |
| All | +1,560.7% | +3,808.7% | -2,248.1% | +1,301.4% |
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