+3,912.3%
AEHR vs FDS
+64.8%
+3,847.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.1% |
| 7D | +9.8% | -14.0% | +23.8% | +12.2% |
| 30D | -26.7% | -6.2% | -20.5% | -26.6% |
| 3M | -8.1% | +10.2% | -18.3% | -13.0% |
| 6M | +123.1% | +27.4% | +95.6% | +95.5% |
| YTD | +369.0% | -9.3% | +378.3% | +362.3% |
| 1Y | +256.4% | -28.6% | +285.0% | +285.2% |
| 3Y | +96.4% | -36.8% | +133.2% | +122.3% |
| 5Y | +836.6% | -28.6% | +865.2% | +932.5% |
| All | +3,912.3% | +64.8% | +3,847.5% | +3,092.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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