+248.8%
XLF vs AEHR
+3,845.4%
-3,596.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | -1.5% | +9.8% | -11.2% | -1.9% |
| 30D | -1.2% | -26.7% | +25.6% | 0.0% |
| 3M | +9.2% | -8.1% | +17.3% | +8.2% |
| 6M | +16.3% | +123.1% | -106.7% | +8.8% |
| YTD | +5.4% | +369.0% | -363.6% | -6.0% |
| 1Y | +7.6% | +256.4% | -248.8% | -3.2% |
| 3Y | +74.2% | +96.4% | -22.2% | +54.8% |
| 5Y | +66.1% | +836.6% | -770.5% | +30.1% |
| All | +248.8% | +3,845.4% | -3,596.6% | +136.1% |
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