+206.6%
ROL vs AEHR
+3,845.4%
-3,638.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -3.2% | +9.8% | -12.9% | -3.3% |
| 30D | -4.9% | -26.7% | +21.8% | -4.4% |
| 3M | -25.8% | -8.1% | -17.7% | -26.1% |
| 6M | -37.6% | +123.1% | -160.6% | -39.5% |
| YTD | -41.5% | +369.0% | -410.5% | -44.5% |
| 1Y | -39.5% | +256.4% | -295.9% | -42.4% |
| 3Y | +0.1% | +96.4% | -96.2% | -5.0% |
| 5Y | -4.6% | +836.6% | -841.2% | -16.3% |
| All | +206.6% | +3,845.4% | -3,638.8% | +145.2% |
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 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