+1,969.2%
AEHR vs ALM
+1,942.8%
+26.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.5% | -0.7% | -6.3% |
| 7D | +24.2% | -4.0% | +28.2% | +25.0% |
| 30D | -21.2% | -30.5% | +9.3% | -17.1% |
| 3M | -52.8% | -46.9% | -5.9% | -48.6% |
| 6M | -36.9% | -65.5% | +28.6% | -28.1% |
| YTD | +202.3% | -13.4% | +215.7% | +224.1% |
| 1Y | +162.9% | +9.8% | +153.1% | +176.9% |
| 3Y | +149.1% | +783.1% | -634.0% | +128.4% |
| 5Y | +146.2% | +378.3% | -232.1% | +129.3% |
| All | +1,969.2% | +1,942.8% | +26.3% | +1,934.7% |
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