+30.9%
OWL vs AEHR
+4,519.0%
-4,488.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -10.1% | +9.8% | -19.9% | -11.0% |
| 30D | -11.9% | -26.7% | +14.8% | -9.7% |
| 3M | +10.7% | -8.1% | +18.8% | +8.7% |
| 6M | +22.1% | +123.1% | -100.9% | +6.0% |
| YTD | -24.8% | +369.0% | -393.8% | -41.1% |
| 1Y | -39.2% | +256.4% | -295.6% | -51.4% |
| 3Y | +1.7% | +96.4% | -94.6% | -20.8% |
| 5Y | -15.5% | +836.6% | -852.1% | -45.6% |
| All | +30.9% | +4,519.0% | -4,488.1% | -18.9% |
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