+558.6%
QQQ vs AEHR
+3,845.4%
-3,286.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.8% |
| 7D | -0.6% | +9.8% | -10.3% | -1.3% |
| 30D | -1.2% | -26.7% | +25.5% | +0.8% |
| 3M | -0.2% | -8.1% | +7.9% | -1.3% |
| 6M | +17.9% | +123.1% | -105.1% | +7.2% |
| YTD | +16.6% | +369.0% | -352.3% | -1.0% |
| 1Y | +23.0% | +256.4% | -233.4% | +5.7% |
| 3Y | +92.9% | +96.4% | -3.4% | +62.6% |
| 5Y | +95.6% | +836.6% | -741.0% | +41.5% |
| All | +558.6% | +3,845.4% | -3,286.9% | +309.7% |
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