+3,875.0%
AEHR vs ALM
+2,776.7%
+1,098.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.6% | +7.8% | -0.7% |
| 7D | +23.0% | -7.1% | +30.1% | +23.9% |
| 30D | -19.9% | +24.7% | -44.6% | -21.9% |
| 3M | +0.5% | +8.3% | -7.8% | -0.5% |
| 6M | +123.6% | -22.2% | +145.7% | +128.3% |
| YTD | +364.6% | +88.1% | +276.6% | +350.8% |
| 1Y | +255.3% | +272.4% | -17.0% | +232.4% |
| 3Y | +89.7% | +2,004.1% | -1,914.4% | +58.5% |
| 5Y | +827.9% | +915.8% | -87.9% | +693.5% |
| All | +3,875.0% | +2,776.7% | +1,098.3% | +3,649.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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