+216.5%
SLV vs AEHR
+3,808.7%
-3,592.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.2% |
| 7D | -5.0% | +23.0% | -28.0% | -5.9% |
| 30D | -1.8% | -19.9% | +18.2% | -1.1% |
| 3M | -0.3% | +0.5% | -0.8% | -1.2% |
| 6M | -28.2% | +123.6% | -151.8% | -31.2% |
| YTD | -10.7% | +364.6% | -375.4% | -16.5% |
| 1Y | +53.7% | +255.3% | -201.6% | +44.4% |
| 3Y | +173.7% | +89.7% | +84.0% | +155.2% |
| 5Y | +161.5% | +827.9% | -666.4% | +135.0% |
| All | +216.5% | +3,808.7% | -3,592.3% | +169.8% |
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