+46.3%
LYB vs AEHR
+3,845.4%
-3,799.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | +0.3% | +9.8% | -9.5% | -0.3% |
| 30D | +2.5% | -26.7% | +29.2% | +3.9% |
| 3M | +1.4% | -8.1% | +9.5% | +0.4% |
| 6M | -3.5% | +123.1% | -126.5% | -11.0% |
| YTD | +52.0% | +369.0% | -317.0% | +31.8% |
| 1Y | +22.1% | +256.4% | -234.3% | +6.9% |
| 3Y | -22.8% | +96.4% | -119.1% | -33.7% |
| 5Y | -3.4% | +836.6% | -840.0% | -28.4% |
| All | +46.3% | +3,845.4% | -3,799.1% | -10.8% |
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