+1,445.9%
AEHR vs DECK
+885.7%
+560.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -1.5% | -17.7% | -18.5% |
| 7D | -19.7% | +6.0% | -25.7% | -21.9% |
| 30D | -46.6% | +7.4% | -54.1% | -48.6% |
| 3M | -50.2% | -11.7% | -38.6% | -48.3% |
| 6M | -46.1% | -11.0% | -35.1% | -45.2% |
| YTD | +143.5% | -15.4% | +158.9% | +151.8% |
| 1Y | +91.1% | +7.2% | +83.8% | +76.7% |
| 3Y | +100.7% | -11.8% | +112.5% | +92.9% |
| 5Y | +91.1% | +24.3% | +66.8% | +50.7% |
| All | +1,445.9% | +885.7% | +560.3% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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