+7,301.3%
STRL vs AEHR
+3,898.3%
+3,403.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -2.1% |
| 7D | +8.2% | +19.1% | -10.9% | +5.5% |
| 30D | -6.3% | -10.0% | +3.7% | -5.2% |
| 3M | -41.2% | +1.3% | -42.5% | -42.3% |
| 6M | +20.4% | +133.8% | -113.4% | +6.3% |
| YTD | +61.7% | +373.3% | -311.6% | +31.3% |
| 1Y | +72.7% | +256.2% | -183.5% | +43.8% |
| 3Y | +530.9% | +93.2% | +437.7% | +414.0% |
| 5Y | +2,125.4% | +793.1% | +1,332.3% | +1,408.7% |
| 10Y | +7,301.3% | +3,753.2% | +3,548.1% | +4,199.1% |
| All | +7,301.3% | +3,898.3% | +3,403.0% | +4,199.1% |
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