+127.9%
WFC vs AEHR
+775.9%
-648.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +0.3% | +23.0% | -22.7% | -1.3% |
| 30D | +2.3% | -19.9% | +22.2% | +3.6% |
| 3M | +9.8% | +0.5% | +9.2% | +7.5% |
| 6M | +15.6% | +123.6% | -108.0% | +3.9% |
| YTD | -2.4% | +364.6% | -367.1% | -18.6% |
| 1Y | +13.8% | +255.3% | -241.5% | -3.7% |
| 3Y | +134.6% | +89.7% | +44.9% | +95.3% |
| 5Y | +127.9% | +827.9% | -700.0% | +57.4% |
| All | +127.9% | +775.9% | -648.0% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling