+3,733.8%
AEHR vs AFRM
-20.4%
+3,754.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -2.6% | +15.7% | +13.9% |
| 7D | +6.7% | -7.0% | +13.7% | +9.0% |
| 30D | -12.7% | -7.8% | -4.9% | -11.2% |
| 3M | -26.0% | +5.3% | -31.3% | -27.9% |
| 6M | +102.2% | +42.6% | +59.6% | +79.5% |
| YTD | +327.2% | -2.8% | +330.0% | +324.0% |
| 1Y | +228.1% | -19.3% | +247.4% | +242.8% |
| 3Y | +67.0% | +231.0% | -163.9% | +2.0% |
| 5Y | +928.1% | -22.2% | +950.4% | +626.7% |
| All | +3,733.8% | -20.4% | +3,754.2% | +2,670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling