+363.5%
SE vs AEHR
+1,469.7%
-1,106.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +2.0% |
| 7D | -0.5% | +6.4% | -6.9% | -1.6% |
| 30D | -20.9% | -20.3% | -0.6% | -19.6% |
| 3M | -38.9% | -53.8% | +14.9% | -34.0% |
| 6M | -19.4% | -44.8% | +25.4% | -18.4% |
| YTD | -40.9% | +182.2% | -223.1% | -55.2% |
| 1Y | -46.2% | +174.7% | -220.9% | -59.2% |
| 3Y | +63.7% | +143.5% | -79.8% | +10.2% |
| 5Y | -77.9% | +129.9% | -207.8% | -86.9% |
| All | +363.5% | +1,469.7% | -1,106.2% | +108.6% |
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