+2,941.1%
SHOP vs AEHR
+3,808.7%
-867.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | -13.2% | +23.0% | -36.2% | -15.8% |
| 30D | -17.0% | -19.9% | +2.9% | -15.5% |
| 3M | +17.0% | +0.5% | +16.5% | +11.7% |
| 6M | -2.1% | +123.6% | -125.7% | -20.4% |
| YTD | -21.4% | +364.6% | -386.0% | -44.4% |
| 1Y | -11.0% | +255.3% | -266.3% | -35.2% |
| 3Y | +100.9% | +89.7% | +11.2% | +43.5% |
| 5Y | -14.7% | +827.9% | -842.6% | -54.7% |
| All | +2,941.1% | +3,808.7% | -867.7% | +1,251.3% |
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