+361.5%
LLY vs AEHR
+889.0%
-527.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.3% |
| 7D | -3.1% | +18.5% | -21.7% | -3.4% |
| 30D | -5.1% | -11.9% | +6.8% | -5.1% |
| 3M | -2.1% | -5.0% | +3.0% | -2.6% |
| 6M | +13.8% | +155.0% | -141.1% | +10.0% |
| YTD | +5.1% | +349.7% | -344.6% | -0.4% |
| 1Y | +53.1% | +260.4% | -207.3% | +45.5% |
| 3Y | +95.6% | +83.6% | +12.0% | +83.6% |
| 5Y | +361.5% | +917.8% | -556.3% | +325.9% |
| All | +361.5% | +889.0% | -527.5% | +325.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling