+3,875.0%
AEHR vs FHN
+129.4%
+3,745.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.1% |
| 7D | +23.0% | -0.8% | +23.8% | +23.3% |
| 30D | -19.9% | -2.6% | -17.3% | -18.9% |
| 3M | +0.5% | +0.8% | -0.3% | 0.0% |
| 6M | +123.6% | +9.2% | +114.3% | +117.2% |
| YTD | +364.6% | +5.1% | +359.5% | +358.7% |
| 1Y | +255.3% | +12.2% | +243.1% | +241.5% |
| 3Y | +89.7% | +132.4% | -42.7% | +43.5% |
| 5Y | +827.9% | +91.1% | +736.8% | +613.2% |
| All | +3,875.0% | +129.4% | +3,745.6% | +2,808.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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