+2,459.5%
AEHR vs COMP
-51.7%
+2,511.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.7% | +9.6% |
| 7D | +8.1% | +2.2% | +5.9% | +8.0% |
| 30D | -15.9% | +16.3% | -32.2% | -20.0% |
| 3M | -43.9% | -19.1% | -24.7% | -40.6% |
| 6M | -37.1% | +17.1% | -54.2% | -41.5% |
| YTD | +225.8% | -2.9% | +228.7% | +215.8% |
| 1Y | +184.0% | +8.8% | +175.2% | +165.0% |
| 3Y | +168.5% | +423.5% | -255.0% | +41.6% |
| 5Y | +186.2% | -10.5% | +196.7% | +141.3% |
| All | +2,459.5% | -51.7% | +2,511.3% | +1,968.1% |
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