+215.2%
XLY vs AEHR
+3,845.4%
-3,630.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -1.7% | +9.8% | -11.5% | -2.4% |
| 30D | -4.2% | -26.7% | +22.5% | -2.4% |
| 3M | -2.7% | -8.1% | +5.4% | -4.0% |
| 6M | -0.6% | +123.1% | -123.7% | -10.0% |
| YTD | -5.0% | +369.0% | -374.0% | -19.8% |
| 1Y | -4.1% | +256.4% | -260.5% | -18.0% |
| 3Y | +33.6% | +96.4% | -62.8% | +12.1% |
| 5Y | +28.7% | +836.6% | -807.9% | -7.3% |
| All | +215.2% | +3,845.4% | -3,630.2% | +94.8% |
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