+303.9%
AEHR vs ES
+1,663.9%
-1,360.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -8.5% | +0.9% | -9.4% | -8.9% |
| 30D | -29.6% | +5.9% | -35.5% | -30.8% |
| 3M | -43.9% | -1.0% | -42.9% | -44.1% |
| 6M | -38.7% | +7.2% | -45.9% | -40.5% |
| YTD | +195.0% | +7.0% | +188.1% | +186.7% |
| 1Y | +142.3% | +0.5% | +141.8% | +138.0% |
| 3Y | +143.1% | +48.7% | +94.5% | +115.2% |
| 5Y | +162.7% | +1.9% | +160.7% | +150.2% |
| 10Y | +1,940.1% | +89.2% | +1,850.9% | +1,492.6% |
| All | +303.9% | +1,663.9% | -1,360.0% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 all: compounded portfolio wealth divided by compounded ES 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…
all analysis · Full analysis span regression · 6 months rolling