+3,875.0%
AEHR vs EMB
+30.4%
+3,844.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.3% |
| 7D | +23.0% | -1.1% | +24.1% | +25.7% |
| 30D | -19.9% | -1.1% | -18.9% | -18.5% |
| 3M | +0.5% | -0.8% | +1.3% | +2.6% |
| 6M | +123.6% | -0.1% | +123.6% | +130.2% |
| YTD | +364.6% | +0.4% | +364.2% | +374.8% |
| 1Y | +255.3% | +3.3% | +252.1% | +247.0% |
| 3Y | +89.7% | +29.0% | +60.7% | +31.1% |
| 5Y | +827.9% | +6.3% | +821.6% | +757.6% |
| All | +3,875.0% | +30.4% | +3,844.6% | +2,770.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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