+1,590.6%
SAP vs AEHR
+303.9%
+1,286.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +1.5% | -8.5% | +10.0% | +1.7% |
| 30D | +8.8% | -29.6% | +38.4% | +9.9% |
| 3M | +12.1% | -43.9% | +56.0% | +13.7% |
| 6M | +34.6% | -38.7% | +73.3% | +33.9% |
| YTD | -2.1% | +195.0% | -197.1% | -11.0% |
| 1Y | -5.5% | +142.3% | -147.8% | -13.4% |
| 3Y | +67.4% | +143.1% | -75.7% | +47.2% |
| 5Y | +74.6% | +162.7% | -88.1% | +47.1% |
| 10Y | +224.0% | +1,940.1% | -1,716.0% | +129.0% |
| All | +1,590.6% | +303.9% | +1,286.7% | +764.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling