+136.0%
XLC vs AEHR
+1,979.6%
-1,843.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.7% | +1.4% |
| 7D | +3.7% | +6.4% | -2.6% | +3.3% |
| 30D | -1.9% | -20.3% | +18.4% | -1.3% |
| 3M | -3.1% | -53.8% | +50.7% | 0.0% |
| 6M | -6.4% | -44.8% | +38.5% | -5.9% |
| YTD | -6.8% | +182.2% | -189.0% | -17.1% |
| 1Y | -1.7% | +174.7% | -176.4% | -12.5% |
| 3Y | +64.7% | +143.5% | -78.8% | +39.6% |
| 5Y | +41.1% | +129.9% | -88.8% | +12.4% |
| All | +136.0% | +1,979.6% | -1,843.5% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling