-100.0%
SQQQ vs AEHR
+3,845.4%
-3,945.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.4% |
| 7D | +1.8% | +9.8% | -8.0% | +4.1% |
| 30D | +4.2% | -26.7% | +30.9% | -2.1% |
| 3M | -3.3% | -8.1% | +4.8% | +3.0% |
| 6M | -43.6% | +123.1% | -166.7% | -20.4% |
| YTD | -41.9% | +369.0% | -410.9% | +1.7% |
| 1Y | -50.6% | +256.4% | -307.0% | -15.8% |
| 3Y | -89.3% | +96.4% | -185.7% | -78.9% |
| 5Y | -94.8% | +836.6% | -931.4% | -81.3% |
| All | -100.0% | +3,845.4% | -3,945.4% | -99.8% |
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