+17.5%
LUV vs AEHR
+3,845.4%
-3,828.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | -1.0% | +9.8% | -10.7% | -1.8% |
| 30D | -12.4% | -26.7% | +14.4% | -10.4% |
| 3M | -11.0% | -8.1% | -2.9% | -12.1% |
| 6M | -5.0% | +123.1% | -128.0% | -14.1% |
| YTD | -3.8% | +369.0% | -372.8% | -19.1% |
| 1Y | +25.9% | +256.4% | -230.5% | +7.3% |
| 3Y | +42.2% | +96.4% | -54.1% | +18.5% |
| 5Y | -10.8% | +836.6% | -847.4% | -37.0% |
| All | +17.5% | +3,845.4% | -3,828.0% | -31.9% |
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 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