+3,912.3%
AEHR vs EFX
+42.6%
+3,869.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.7% |
| 7D | +9.8% | -4.5% | +14.3% | +11.7% |
| 30D | -26.7% | -6.1% | -20.6% | -26.2% |
| 3M | -8.1% | +6.2% | -14.3% | -15.9% |
| 6M | +123.1% | -11.2% | +134.3% | +120.7% |
| YTD | +369.0% | -21.4% | +390.4% | +387.1% |
| 1Y | +256.4% | -34.3% | +290.7% | +307.6% |
| 3Y | +96.4% | -12.5% | +108.9% | +84.3% |
| 5Y | +836.6% | -35.6% | +872.2% | +922.1% |
| All | +3,912.3% | +42.6% | +3,869.7% | +3,154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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