+349.9%
WELL vs AEHR
+3,808.7%
-3,458.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | 0.0% |
| 7D | -2.2% | +23.0% | -25.2% | -2.9% |
| 30D | +4.7% | -19.9% | +24.6% | +5.2% |
| 3M | +11.9% | +0.5% | +11.4% | +10.8% |
| 6M | +14.3% | +123.6% | -109.3% | +8.6% |
| YTD | +28.4% | +364.6% | -336.3% | +17.9% |
| 1Y | +42.3% | +255.3% | -213.0% | +31.4% |
| 3Y | +202.6% | +89.7% | +112.9% | +178.4% |
| 5Y | +206.5% | +827.9% | -621.4% | +150.7% |
| All | +349.9% | +3,808.7% | -3,458.8% | +200.4% |
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