+202.2%
WELL vs AEHR
+136.3%
+65.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | -0.2% |
| 7D | +0.1% | +6.4% | -6.2% | +0.1% |
| 30D | +5.7% | -20.3% | +26.0% | +5.7% |
| 3M | +4.6% | -53.8% | +58.4% | +4.8% |
| 6M | +11.9% | -44.8% | +56.7% | +11.8% |
| YTD | +33.6% | +182.2% | -148.6% | +29.3% |
| 1Y | +29.8% | +174.7% | -145.0% | +25.5% |
| 3Y | +202.2% | +143.5% | +58.6% | +197.1% |
| All | +202.2% | +136.3% | +65.8% | +197.1% |
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 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