+102.9%
XLP vs AEHR
+3,460.4%
-3,357.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -5.9% | -0.7% |
| 7D | -1.4% | +18.5% | -20.0% | -1.6% |
| 30D | -1.3% | -11.9% | +10.6% | -1.2% |
| 3M | +1.8% | -5.0% | +6.9% | +1.6% |
| 6M | -0.8% | +155.0% | -155.8% | -3.1% |
| YTD | +9.5% | +349.7% | -340.2% | +5.7% |
| 1Y | +7.2% | +260.4% | -253.2% | +3.6% |
| 3Y | +27.1% | +83.6% | -56.5% | +22.7% |
| 5Y | +32.0% | +917.8% | -885.8% | +20.7% |
| 10Y | +102.9% | +3,517.1% | -3,414.2% | +72.6% |
| All | +102.9% | +3,460.4% | -3,357.5% | +72.6% |
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