+295.4%
WMB vs AEHR
+3,808.7%
-3,513.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -3.0% |
| 7D | -1.7% | +23.0% | -24.7% | -2.5% |
| 30D | +0.7% | -19.9% | +20.6% | +1.3% |
| 3M | +1.5% | +0.5% | +1.0% | +0.5% |
| 6M | +0.1% | +123.6% | -123.5% | -5.0% |
| YTD | +22.9% | +364.6% | -341.7% | +12.6% |
| 1Y | +27.9% | +255.3% | -227.5% | +17.9% |
| 3Y | +139.1% | +89.7% | +49.4% | +119.2% |
| 5Y | +270.9% | +827.9% | -557.0% | +198.9% |
| All | +295.4% | +3,808.7% | -3,513.4% | +165.3% |
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