+1,269.2%
AEHR vs ACM
+230.8%
+1,038.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.4% | +13.5% | +13.2% |
| 7D | +6.7% | -3.7% | +10.5% | +8.3% |
| 30D | -12.7% | -11.1% | -1.6% | -10.3% |
| 3M | -26.0% | -8.0% | -18.0% | -25.3% |
| 6M | +102.2% | -29.7% | +131.9% | +127.9% |
| YTD | +327.2% | -29.4% | +356.6% | +381.7% |
| 1Y | +228.1% | -46.4% | +274.5% | +312.5% |
| 3Y | +67.0% | -22.3% | +89.4% | +85.1% |
| 5Y | +928.1% | +4.5% | +923.7% | +965.4% |
| 10Y | +3,269.5% | +127.6% | +3,141.9% | +2,579.8% |
| All | +1,269.2% | +230.8% | +1,038.4% | +804.9% |
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