+139.4%
QLD vs AEHR
+114.5%
+24.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.0% | -6.4% | +0.8% |
| 7D | -10.3% | -2.4% | -7.9% | -10.4% |
| 30D | -26.1% | -40.1% | +14.0% | -19.4% |
| 3M | -17.8% | -46.3% | +28.5% | -10.1% |
| 6M | -15.6% | -44.6% | +29.1% | -11.4% |
| YTD | +5.4% | +165.3% | -160.0% | -20.1% |
| 1Y | +5.2% | +126.1% | -120.9% | -18.2% |
| 3Y | +139.4% | +132.2% | +7.2% | +51.6% |
| All | +139.4% | +114.5% | +24.9% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling