+2,080.1%
LLY vs AEHR
+1,768.2%
+311.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +7.9% | +1.4% |
| 7D | +6.7% | +6.4% | +0.4% | +6.6% |
| 30D | +19.6% | -20.3% | +39.9% | +19.8% |
| 3M | +19.7% | -53.8% | +73.5% | +20.8% |
| 6M | +42.7% | -44.8% | +87.5% | +42.7% |
| YTD | +35.1% | +182.2% | -147.1% | +29.5% |
| 1Y | +42.2% | +174.7% | -132.5% | +36.3% |
| 3Y | +140.8% | +143.5% | -2.7% | +126.7% |
| 5Y | +480.6% | +129.9% | +350.7% | +435.8% |
| All | +2,080.1% | +1,768.2% | +311.9% | +1,779.0% |
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