+192.9%
XOM vs AEHR
+3,845.4%
-3,652.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | +4.1% | +9.8% | -5.7% | +3.8% |
| 30D | +4.6% | -26.7% | +31.3% | +5.5% |
| 3M | +14.0% | -8.1% | +22.1% | +13.3% |
| 6M | +11.0% | +123.1% | -112.1% | +5.6% |
| YTD | +40.7% | +369.0% | -328.3% | +28.9% |
| 1Y | +52.3% | +256.4% | -204.1% | +40.4% |
| 3Y | +60.5% | +96.4% | -35.9% | +46.7% |
| 5Y | +266.4% | +836.6% | -570.2% | +198.3% |
| All | +192.9% | +3,845.4% | -3,652.5% | +100.7% |
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