+83.6%
AEHR vs ALM
+2,327.9%
-2,244.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.8% | -3.6% | +3.3% |
| 7D | +18.5% | +8.4% | +10.1% | +16.3% |
| 30D | -11.9% | +34.8% | -46.8% | -17.6% |
| 3M | -5.0% | +16.2% | -21.2% | -8.7% |
| 6M | +155.0% | +2.1% | +152.8% | +151.3% |
| YTD | +349.7% | +117.0% | +232.7% | +320.0% |
| 1Y | +260.4% | +313.9% | -53.4% | +226.2% |
| 3Y | +83.6% | +2,327.9% | -2,244.3% | +56.0% |
| All | +83.6% | +2,327.9% | -2,244.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling