+346.4%
AEHR vs FE
+563.2%
-216.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.5% |
| 30D | -40.1% | +5.2% | -45.2% | -40.7% |
| 3M | -46.3% | 0.0% | -46.3% | -46.4% |
| 6M | -44.6% | +5.0% | -49.7% | -45.5% |
| YTD | +165.3% | +7.9% | +157.4% | +159.2% |
| 1Y | +126.1% | +6.3% | +119.8% | +121.5% |
| 3Y | +132.2% | +46.0% | +86.2% | +111.2% |
| 5Y | +108.3% | +45.6% | +62.6% | +87.8% |
| 10Y | +1,538.2% | +109.3% | +1,428.9% | +1,225.1% |
| All | +346.4% | +563.2% | -216.8% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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