+29.6%
SNOW vs AEHR
+6,430.3%
-6,400.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -2.4% | +9.8% | -12.2% | -3.7% |
| 30D | -1.0% | -26.7% | +25.7% | +2.3% |
| 3M | +36.9% | -8.1% | +45.0% | +33.1% |
| 6M | +83.4% | +123.1% | -39.7% | +47.8% |
| YTD | +50.0% | +369.0% | -319.0% | +3.9% |
| 1Y | +46.5% | +256.4% | -209.9% | +4.3% |
| 3Y | +93.3% | +96.4% | -3.0% | +34.3% |
| 5Y | +3.3% | +836.6% | -833.3% | -49.0% |
| All | +29.6% | +6,430.3% | -6,400.8% | -47.9% |
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 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