+610.7%
XYZ vs AEHR
+3,698.7%
-3,088.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -4.0% |
| 7D | +2.9% | +18.5% | -15.7% | +0.1% |
| 30D | +1.4% | -11.9% | +13.3% | +2.1% |
| 3M | +14.6% | -5.0% | +19.6% | +10.6% |
| 6M | +20.8% | +155.0% | -134.2% | -3.9% |
| YTD | +23.1% | +349.7% | -326.6% | -13.2% |
| 1Y | +5.6% | +260.4% | -254.8% | -24.1% |
| 3Y | +50.9% | +83.6% | -32.7% | +7.7% |
| 5Y | -68.6% | +917.8% | -986.4% | -84.1% |
| All | +610.7% | +3,698.7% | -3,088.0% | +165.6% |
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