+2,521.4%
PWR vs AEHR
+3,845.4%
-1,324.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.1% |
| 7D | +4.2% | +9.8% | -5.6% | +3.2% |
| 30D | -4.0% | -26.7% | +22.7% | -1.4% |
| 3M | -4.8% | -8.1% | +3.3% | -5.7% |
| 6M | +14.6% | +123.1% | -108.4% | +3.5% |
| YTD | +54.2% | +369.0% | -314.8% | +29.4% |
| 1Y | +67.1% | +256.4% | -189.3% | +42.5% |
| 3Y | +218.5% | +96.4% | +122.1% | +166.7% |
| 5Y | +466.3% | +836.6% | -370.3% | +300.1% |
| All | +2,521.4% | +3,845.4% | -1,324.0% | +1,463.6% |
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