+281.4%
WMB vs AEHR
+1,768.2%
-1,486.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.1% | -0.2% |
| 7D | +7.8% | +6.4% | +1.5% | +7.5% |
| 30D | -5.1% | -20.3% | +15.2% | -4.6% |
| 3M | -4.7% | -53.8% | +49.1% | -2.5% |
| 6M | -7.4% | -44.8% | +37.4% | -6.9% |
| YTD | +17.5% | +182.2% | -164.8% | +9.0% |
| 1Y | +19.5% | +174.7% | -155.3% | +10.9% |
| 3Y | +121.3% | +143.5% | -22.2% | +98.8% |
| 5Y | +200.5% | +129.9% | +70.7% | +158.1% |
| All | +281.4% | +1,768.2% | -1,486.8% | +167.6% |
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