+3,875.0%
AEHR vs ACM
+131.7%
+3,743.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -0.8% |
| 7D | +23.0% | -5.9% | +28.9% | +27.1% |
| 30D | -19.9% | -6.2% | -13.7% | -18.9% |
| 3M | +0.5% | -7.9% | +8.4% | +1.0% |
| 6M | +123.6% | -30.6% | +154.2% | +169.2% |
| YTD | +364.6% | -33.3% | +397.9% | +473.3% |
| 1Y | +255.3% | -49.2% | +304.5% | +417.6% |
| 3Y | +89.7% | -23.5% | +113.2% | +121.3% |
| 5Y | +827.9% | +0.9% | +826.9% | +894.8% |
| All | +3,875.0% | +131.7% | +3,743.3% | +3,456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling