+335.6%
AEHR vs AS
+131.9%
+203.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.4% | +12.9% | +11.5% |
| 7D | +8.1% | -3.0% | +11.1% | +9.8% |
| 30D | -15.9% | +9.6% | -25.4% | -19.6% |
| 3M | -43.9% | -8.2% | -35.7% | -42.3% |
| 6M | -37.1% | -9.9% | -27.2% | -35.7% |
| YTD | +225.8% | -16.8% | +242.6% | +245.8% |
| 1Y | +184.0% | +3.0% | +181.0% | +174.9% |
| All | +335.6% | +131.9% | +203.7% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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