+1,584.6%
AEHR vs DECK
+874.1%
+710.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.1% | +9.5% |
| 7D | -2.4% | +5.8% | -8.2% | -5.1% |
| 30D | -40.1% | +7.9% | -47.9% | -42.4% |
| 3M | -46.3% | -11.4% | -34.9% | -44.4% |
| 6M | -44.6% | -16.6% | -28.1% | -42.0% |
| YTD | +165.3% | -16.4% | +181.7% | +175.6% |
| 1Y | +126.1% | +8.6% | +117.5% | +107.5% |
| 3Y | +132.2% | -15.1% | +147.3% | +127.1% |
| 5Y | +108.3% | +22.9% | +85.4% | +65.0% |
| All | +1,584.6% | +874.1% | +710.5% | +484.6% |
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