+142.5%
XLC vs AEHR
+3,048.2%
-2,905.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.1% | -14.3% | -1.9% |
| 7D | -0.8% | +6.7% | -7.6% | -1.3% |
| 30D | +1.0% | -12.7% | +13.7% | +1.4% |
| 3M | -0.7% | -26.0% | +25.3% | -0.6% |
| 6M | -5.1% | +102.2% | -107.3% | -12.0% |
| YTD | -4.3% | +327.2% | -331.5% | -16.1% |
| 1Y | -0.6% | +228.1% | -228.7% | -12.0% |
| 3Y | +72.7% | +67.0% | +5.7% | +51.5% |
| 5Y | +38.0% | +928.1% | -890.1% | +3.6% |
| All | +142.5% | +3,048.2% | -2,905.7% | +61.4% |
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