+34.5%
QXO vs AEHR
+3,845.4%
-3,810.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -7.8% | +9.8% | -17.6% | -8.8% |
| 30D | -18.1% | -26.7% | +8.6% | -15.8% |
| 3M | -25.8% | -8.1% | -17.7% | -26.9% |
| 6M | -41.7% | +123.1% | -164.8% | -48.9% |
| YTD | -36.2% | +369.0% | -405.2% | -48.8% |
| 1Y | -42.1% | +256.4% | -298.5% | -52.7% |
| 3Y | -46.2% | +96.4% | -142.5% | -57.5% |
| 5Y | -70.7% | +836.6% | -907.3% | -80.0% |
| All | +34.5% | +3,845.4% | -3,810.9% | -10.4% |
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