+7,725.6%
AEHR vs EOSE
-60.6%
+7,786.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +9.8% | +1.8% | +8.0% | +9.2% |
| 30D | -26.7% | -6.8% | -19.9% | -25.8% |
| 3M | -8.1% | -36.3% | +28.2% | +2.9% |
| 6M | +123.1% | -38.8% | +161.8% | +151.7% |
| YTD | +369.0% | -65.5% | +434.5% | +483.3% |
| 1Y | +256.4% | -45.3% | +301.7% | +298.6% |
| 3Y | +96.4% | +44.2% | +52.2% | +58.3% |
| 5Y | +836.6% | -69.5% | +906.1% | +628.7% |
| All | +7,725.6% | -60.6% | +7,786.2% | +5,355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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