+185.3%
QLD vs AEHR
+68.1%
+117.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +13.1% | -12.8% | -2.1% |
| 7D | +0.6% | +6.7% | -6.2% | -0.8% |
| 30D | -0.1% | -12.7% | +12.5% | +1.1% |
| 3M | -8.4% | -26.0% | +17.6% | -6.7% |
| 6M | +32.2% | +102.2% | -70.0% | +9.2% |
| YTD | +28.9% | +327.2% | -298.3% | -8.5% |
| 1Y | +43.8% | +228.1% | -184.3% | +5.1% |
| All | +185.3% | +68.1% | +117.2% | +95.5% |
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