+3,935.1%
AEHR vs AFRM
-20.7%
+3,955.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.6% | +5.4% |
| 7D | +18.5% | +3.1% | +15.5% | +17.3% |
| 30D | -11.9% | -4.2% | -7.7% | -11.5% |
| 3M | -5.0% | +10.1% | -15.1% | -9.0% |
| 6M | +155.0% | +39.4% | +115.5% | +127.9% |
| YTD | +349.7% | -3.2% | +352.8% | +346.8% |
| 1Y | +260.4% | -16.1% | +276.5% | +272.2% |
| 3Y | +83.6% | +220.8% | -137.2% | +13.2% |
| 5Y | +917.8% | -17.7% | +935.5% | +618.3% |
| All | +3,935.1% | -20.7% | +3,955.8% | +2,818.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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