+127.0%
AEHR vs FDS
-23.2%
+150.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -6.9% | -6.6% |
| 7D | +6.4% | +1.5% | +4.9% | +6.4% |
| 30D | -20.3% | +14.8% | -35.1% | -20.3% |
| 3M | -53.8% | +16.3% | -70.1% | -53.8% |
| 6M | -44.8% | +66.2% | -111.0% | -51.3% |
| YTD | +182.2% | +16.2% | +166.0% | +191.2% |
| 1Y | +174.7% | +21.8% | +152.9% | +172.8% |
| 3Y | +143.5% | -23.9% | +167.4% | +227.1% |
| All | +127.0% | -23.2% | +150.2% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling