+515.5%
AEHR vs DD
+478.2%
+37.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | +18.5% | -0.6% | +19.1% | +18.9% |
| 30D | -11.9% | -7.4% | -4.5% | -8.9% |
| 3M | -5.0% | -6.4% | +1.4% | -1.9% |
| 6M | +155.0% | -2.5% | +157.4% | +163.4% |
| YTD | +349.7% | +10.2% | +339.4% | +347.2% |
| 1Y | +260.4% | +36.9% | +223.5% | +232.4% |
| 3Y | +83.6% | +47.0% | +36.6% | +66.6% |
| 5Y | +917.8% | +63.1% | +854.7% | +815.8% |
| 10Y | +3,517.1% | +68.2% | +3,449.0% | +2,947.7% |
| All | +515.5% | +478.2% | +37.3% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling