+145.3%
AEHR vs DD
+49.3%
+96.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -3.3% |
| 7D | -5.7% | +8.7% | -14.4% | -17.4% |
| 30D | -41.7% | +15.3% | -57.1% | -54.3% |
| 3M | -44.6% | +5.9% | -50.6% | -49.6% |
| 6M | -28.9% | +11.6% | -40.5% | -39.3% |
| YTD | +201.3% | +26.5% | +174.8% | +137.0% |
| 1Y | +145.3% | +35.4% | +109.9% | +80.1% |
| All | +145.3% | +49.3% | +96.0% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling