+6,196.4%
AEHR vs ALM
+7,705.7%
-1,509.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.5% | +14.6% | +13.1% |
| 7D | +6.7% | -2.6% | +9.3% | +6.8% |
| 30D | -12.7% | +32.0% | -44.7% | -12.9% |
| 3M | -26.0% | -15.0% | -11.0% | -25.9% |
| 6M | +102.2% | -10.1% | +112.3% | +102.4% |
| YTD | +327.2% | +99.4% | +227.8% | +326.2% |
| 1Y | +228.1% | +316.4% | -88.2% | +226.3% |
| 3Y | +67.0% | +2,022.0% | -1,954.9% | +65.0% |
| 5Y | +928.1% | +941.2% | -13.1% | +916.9% |
| 10Y | +3,269.5% | +2,950.3% | +319.2% | +3,230.2% |
| All | +6,196.4% | +7,705.7% | -1,509.4% | +6,148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling