+39.0%
PYPL vs AEHR
+3,808.7%
-3,769.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.3% |
| 7D | -5.9% | +23.0% | -28.9% | -7.8% |
| 30D | -9.4% | -19.9% | +10.5% | -8.1% |
| 3M | +31.3% | +0.5% | +30.8% | +28.1% |
| 6M | +19.1% | +123.6% | -104.5% | +5.4% |
| YTD | -7.9% | +364.6% | -372.5% | -25.3% |
| 1Y | -17.9% | +255.3% | -273.2% | -32.4% |
| 3Y | -11.6% | +89.7% | -101.3% | -28.4% |
| 5Y | -81.0% | +827.9% | -908.9% | -87.7% |
| All | +39.0% | +3,808.7% | -3,769.7% | -26.6% |
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