+3,912.3%
AEHR vs EFV
+169.9%
+3,742.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | -0.5% |
| 7D | +9.8% | -0.8% | +10.6% | +10.8% |
| 30D | -26.7% | +0.6% | -27.4% | -27.5% |
| 3M | -8.1% | +7.5% | -15.6% | -16.3% |
| 6M | +123.1% | +13.0% | +110.0% | +97.0% |
| YTD | +369.0% | +18.3% | +350.7% | +294.2% |
| 1Y | +256.4% | +26.7% | +229.6% | +178.1% |
| 3Y | +96.4% | +89.6% | +6.8% | -1.0% |
| 5Y | +836.6% | +98.2% | +738.4% | +366.9% |
| All | +3,912.3% | +169.9% | +3,742.4% | +1,574.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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