+2,227.2%
AEHR vs COMP
-49.2%
+2,276.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +5.7% | +6.0% | +9.8% |
| 7D | +16.2% | +14.5% | +1.7% | +11.6% |
| 30D | -29.3% | +14.9% | -44.2% | -32.5% |
| 3M | -42.0% | -14.2% | -27.7% | -39.7% |
| 6M | -38.5% | +23.7% | -62.2% | -43.7% |
| YTD | +196.2% | +2.1% | +194.2% | +182.7% |
| 1Y | +144.3% | +26.2% | +118.1% | +117.2% |
| 3Y | +158.0% | +470.9% | -312.9% | +32.5% |
| 5Y | +144.4% | -14.0% | +158.4% | +104.8% |
| All | +2,227.2% | -49.2% | +2,276.5% | +1,751.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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