+3,912.3%
AEHR vs DG
+101.8%
+3,810.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +9.8% | -6.5% | +16.3% | +10.5% |
| 30D | -26.7% | +4.2% | -30.9% | -27.2% |
| 3M | -8.1% | +9.5% | -17.6% | -9.8% |
| 6M | +123.1% | -13.1% | +136.2% | +126.8% |
| YTD | +369.0% | -4.8% | +373.8% | +369.6% |
| 1Y | +256.4% | +20.6% | +235.8% | +244.0% |
| 3Y | +96.4% | +4.9% | +91.4% | +88.9% |
| 5Y | +836.6% | -37.9% | +874.5% | +900.1% |
| All | +3,912.3% | +101.8% | +3,810.5% | +3,408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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