+72.9%
AEHR vs FIVE
+56.0%
+16.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +5.1% | +8.0% | +11.2% |
| 7D | +6.7% | +4.3% | +2.5% | +5.2% |
| 30D | -12.7% | +12.5% | -25.2% | -16.8% |
| 3M | -26.0% | +31.2% | -57.2% | -33.5% |
| 6M | +102.2% | +14.4% | +87.8% | +90.3% |
| YTD | +327.2% | +33.9% | +293.3% | +281.8% |
| 1Y | +228.1% | +65.1% | +163.1% | +175.0% |
| All | +72.9% | +56.0% | +16.9% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling