+1,831.5%
AEHR vs EAT
+320.8%
+1,510.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.0% | -6.8% |
| 7D | +6.4% | -4.0% | +10.4% | +7.6% |
| 30D | -20.3% | -2.9% | -17.4% | -19.9% |
| 3M | -53.8% | -16.9% | -36.9% | -51.6% |
| 6M | -44.8% | +57.0% | -101.8% | -52.7% |
| YTD | +182.2% | +38.2% | +144.0% | +151.6% |
| 1Y | +174.7% | +69.3% | +105.5% | +130.0% |
| 3Y | +143.5% | +483.0% | -339.5% | +42.4% |
| 5Y | +129.9% | +364.1% | -234.3% | +38.7% |
| All | +1,831.5% | +320.8% | +1,510.7% | +928.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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