+3,912.3%
AEHR vs BR
+189.7%
+3,722.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +9.8% | -3.0% | +12.7% | +10.9% |
| 30D | -26.7% | -0.3% | -26.4% | -27.3% |
| 3M | -8.1% | +17.3% | -25.4% | -16.0% |
| 6M | +123.1% | -6.7% | +129.8% | +124.7% |
| YTD | +369.0% | -23.4% | +392.4% | +416.9% |
| 1Y | +256.4% | -32.7% | +289.0% | +323.1% |
| 3Y | +96.4% | -5.9% | +102.3% | +85.5% |
| 5Y | +836.6% | +8.4% | +828.2% | +704.9% |
| All | +3,912.3% | +189.7% | +3,722.6% | +2,006.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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