+280.4%
SHW vs AEHR
+3,845.4%
-3,565.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | -3.1% | +9.8% | -12.9% | -3.6% |
| 30D | -10.0% | -26.7% | +16.7% | -8.9% |
| 3M | +2.3% | -8.1% | +10.4% | +1.3% |
| 6M | +0.7% | +123.1% | -122.4% | -6.0% |
| YTD | +0.5% | +369.0% | -368.5% | -10.6% |
| 1Y | -11.5% | +256.4% | -267.9% | -20.7% |
| 3Y | +21.3% | +96.4% | -75.0% | +7.2% |
| 5Y | +12.5% | +836.6% | -824.1% | -12.6% |
| All | +280.4% | +3,845.4% | -3,565.0% | +141.6% |
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