+827.9%
AEHR vs DD
+57.4%
+770.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.3% |
| 7D | +23.0% | -2.9% | +25.9% | +27.0% |
| 30D | -19.9% | -11.5% | -8.4% | -7.5% |
| 3M | +0.5% | -5.4% | +5.9% | +8.3% |
| 6M | +123.6% | -6.9% | +130.5% | +153.9% |
| YTD | +364.6% | +6.9% | +357.8% | +363.3% |
| 1Y | +255.3% | +35.6% | +219.7% | +176.8% |
| 3Y | +89.7% | +42.5% | +47.2% | +36.2% |
| 5Y | +827.9% | +58.5% | +769.4% | +573.0% |
| All | +827.9% | +57.4% | +770.5% | +573.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling