+5,786.5%
LLY vs AEHR
+303.9%
+5,482.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.6% | -8.5% | +10.1% | +1.7% |
| 30D | +21.5% | -29.6% | +51.1% | +22.0% |
| 3M | +16.4% | -43.9% | +60.3% | +17.2% |
| 6M | +51.5% | -38.7% | +90.2% | +51.3% |
| YTD | +33.9% | +195.0% | -161.1% | +28.8% |
| 1Y | +49.1% | +142.3% | -93.1% | +43.9% |
| 3Y | +144.6% | +143.1% | +1.5% | +131.9% |
| 5Y | +466.3% | +162.7% | +303.7% | +426.7% |
| 10Y | +2,024.1% | +1,940.1% | +84.1% | +1,733.3% |
| All | +5,786.5% | +303.9% | +5,482.6% | +4,870.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling