+3,912.3%
AEHR vs EME
+1,362.1%
+2,550.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -2.0% |
| 7D | +9.8% | +3.5% | +6.3% | +7.1% |
| 30D | -26.7% | -6.3% | -20.4% | -22.8% |
| 3M | -8.1% | -3.8% | -4.3% | -2.9% |
| 6M | +123.1% | +8.5% | +114.6% | +126.8% |
| YTD | +369.0% | +27.8% | +341.2% | +348.2% |
| 1Y | +256.4% | +22.2% | +234.2% | +249.9% |
| 3Y | +96.4% | +253.5% | -157.1% | +10.8% |
| 5Y | +836.6% | +578.6% | +258.0% | +300.5% |
| All | +3,912.3% | +1,362.1% | +2,550.2% | +1,266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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