+220.7%
ROL vs AEHR
+1,768.2%
-1,547.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.7% | +9.2% | +2.7% |
| 7D | +3.0% | +6.4% | -3.4% | +2.8% |
| 30D | +19.8% | -20.3% | +40.1% | +20.0% |
| 3M | +7.9% | -53.8% | +61.7% | +9.1% |
| 6M | -25.6% | -44.8% | +19.2% | -25.6% |
| YTD | -34.1% | +182.2% | -216.4% | -37.2% |
| 1Y | -31.4% | +174.7% | -206.1% | -34.5% |
| 3Y | +4.7% | +143.5% | -138.8% | -2.3% |
| 5Y | +15.6% | +129.9% | -114.2% | +4.6% |
| All | +220.7% | +1,768.2% | -1,547.5% | +159.9% |
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