+3,949.2%
AEHR vs ACM
+135.8%
+3,813.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.3% | +7.0% |
| 7D | +19.1% | -3.7% | +22.8% | +21.4% |
| 30D | -10.0% | -12.7% | +2.6% | -5.6% |
| 3M | +1.3% | -9.8% | +11.1% | +3.2% |
| 6M | +133.8% | -31.4% | +165.2% | +183.4% |
| YTD | +373.3% | -32.1% | +405.4% | +478.1% |
| 1Y | +256.2% | -47.8% | +304.0% | +410.7% |
| 3Y | +93.2% | -22.1% | +115.3% | +123.2% |
| 5Y | +793.1% | +1.8% | +791.3% | +851.0% |
| All | +3,949.2% | +135.8% | +3,813.3% | +3,486.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling