+662.0%
PBR vs AEHR
+3,845.4%
-3,183.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.9% |
| 7D | +5.4% | +9.8% | -4.4% | +4.8% |
| 30D | +22.9% | -26.7% | +49.6% | +24.8% |
| 3M | +19.6% | -8.1% | +27.7% | +18.2% |
| 6M | +16.5% | +123.1% | -106.6% | +6.4% |
| YTD | +86.7% | +369.0% | -282.3% | +60.3% |
| 1Y | +74.7% | +256.4% | -181.7% | +51.7% |
| 3Y | +102.6% | +96.4% | +6.2% | +73.6% |
| 5Y | +566.6% | +836.6% | -270.0% | +376.4% |
| All | +662.0% | +3,845.4% | -3,183.4% | +319.2% |
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