+3,912.3%
AEHR vs AIG
+66.2%
+3,846.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +9.8% | -1.2% | +10.9% | +10.2% |
| 30D | -26.7% | -1.1% | -25.7% | -26.6% |
| 3M | -8.1% | +0.7% | -8.8% | -9.8% |
| 6M | +123.1% | -2.2% | +125.2% | +121.6% |
| YTD | +369.0% | -10.8% | +379.8% | +379.9% |
| 1Y | +256.4% | -2.0% | +258.4% | +249.9% |
| 3Y | +96.4% | +34.8% | +61.5% | +66.3% |
| 5Y | +836.6% | +55.0% | +781.6% | +660.5% |
| All | +3,912.3% | +66.2% | +3,846.1% | +2,584.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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