+82.1%
QLD vs AEHR
+126.8%
-44.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | -0.9% |
| 7D | +7.0% | +6.4% | +0.6% | +5.4% |
| 30D | -14.3% | -20.3% | +6.0% | -11.0% |
| 3M | -16.0% | -53.8% | +37.8% | -3.1% |
| 6M | -14.2% | -44.8% | +30.6% | -9.5% |
| YTD | +12.8% | +182.2% | -169.5% | -23.5% |
| 1Y | +14.1% | +174.7% | -160.7% | -22.4% |
| 3Y | +146.0% | +143.5% | +2.5% | +40.6% |
| All | +82.1% | +126.8% | -44.7% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling