+116.1%
PG vs AEHR
+3,845.4%
-3,729.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | -0.8% | +9.8% | -10.6% | -0.8% |
| 30D | +0.8% | -26.7% | +27.6% | +0.9% |
| 3M | -1.3% | -8.1% | +6.8% | -1.4% |
| 6M | -3.8% | +123.1% | -126.9% | -4.4% |
| YTD | +3.6% | +369.0% | -365.4% | +2.5% |
| 1Y | -5.7% | +256.4% | -262.1% | -6.7% |
| 3Y | +1.6% | +96.4% | -94.8% | +0.5% |
| 5Y | +14.6% | +836.6% | -822.0% | +10.5% |
| All | +116.1% | +3,845.4% | -3,729.3% | +101.8% |
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