+3,391.9%
AEHR vs EFV
+256.4%
+3,135.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +5.9% | +5.8% |
| 7D | +18.5% | +1.0% | +17.6% | +17.5% |
| 30D | -11.9% | +0.2% | -12.1% | -12.1% |
| 3M | -5.0% | +9.6% | -14.6% | -11.3% |
| 6M | +155.0% | +14.0% | +140.9% | +136.0% |
| YTD | +349.7% | +18.5% | +331.2% | +306.0% |
| 1Y | +260.4% | +27.9% | +232.5% | +209.0% |
| 3Y | +83.6% | +92.4% | -8.8% | +19.8% |
| 5Y | +917.8% | +97.2% | +820.7% | +578.6% |
| 10Y | +3,517.1% | +163.0% | +3,354.1% | +1,922.5% |
| All | +3,391.9% | +256.4% | +3,135.6% | +1,271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling