+484.8%
AEHR vs D
+1,192.9%
-708.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.4% | +13.5% | +13.2% |
| 7D | +6.7% | +1.5% | +5.3% | +6.4% |
| 30D | -12.7% | -2.6% | -10.1% | -12.1% |
| 3M | -26.0% | 0.0% | -26.0% | -26.2% |
| 6M | +102.2% | +7.4% | +94.8% | +97.4% |
| YTD | +327.2% | +15.9% | +311.4% | +309.5% |
| 1Y | +228.1% | +18.1% | +210.0% | +213.0% |
| 3Y | +67.0% | +58.4% | +8.7% | +44.7% |
| 5Y | +928.1% | +5.2% | +922.9% | +873.3% |
| 10Y | +3,269.5% | +35.9% | +3,233.7% | +2,721.6% |
| All | +484.8% | +1,192.9% | -708.0% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling