+944.1%
AEHR vs ACM
+250.9%
+693.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.5% | +11.0% | +10.6% |
| 7D | +8.1% | +3.0% | +5.1% | +7.2% |
| 30D | -15.9% | +19.7% | -35.5% | -21.5% |
| 3M | -43.9% | +5.3% | -49.2% | -45.9% |
| 6M | -37.1% | -10.8% | -26.3% | -35.8% |
| YTD | +225.8% | -25.1% | +250.9% | +258.3% |
| 1Y | +184.0% | -45.8% | +229.8% | +253.1% |
| 3Y | +168.5% | -9.4% | +177.9% | +180.4% |
| 5Y | +186.2% | +4.8% | +181.5% | +194.3% |
| 10Y | +2,078.1% | +129.8% | +1,948.4% | +1,620.4% |
| All | +944.1% | +250.9% | +693.3% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling