-5.0%
AEHR vs EME
-6.1%
+1.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.7% | +1.5% |
| 7D | +18.5% | +5.2% | +13.4% | +10.3% |
| 30D | -11.9% | -5.4% | -6.6% | -2.1% |
| 3M | -5.0% | -6.1% | +1.1% | +17.8% |
| All | -5.0% | -6.1% | +1.0% | +17.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling