+346.8%
STRL vs AEHR
+148.0%
+198.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +11.6% | +3.3% | +11.9% |
| 7D | -13.3% | +16.2% | -29.6% | -16.4% |
| 30D | -43.3% | -29.3% | -14.0% | -38.3% |
| 3M | -46.9% | -42.0% | -4.9% | -40.1% |
| 6M | -65.6% | -38.5% | -27.1% | -63.2% |
| YTD | -5.1% | +196.2% | -201.3% | -26.6% |
| 1Y | -23.1% | +144.3% | -167.4% | -38.6% |
| 3Y | +346.8% | +158.0% | +188.8% | +214.7% |
| All | +346.8% | +148.0% | +198.9% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling