+3,912.3%
AEHR vs GFI
+1,093.3%
+2,819.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | +9.8% | -2.7% | +12.5% | +10.2% |
| 30D | -26.7% | +13.2% | -40.0% | -28.2% |
| 3M | -8.1% | +28.5% | -36.6% | -11.7% |
| 6M | +123.1% | -6.2% | +129.2% | +123.5% |
| YTD | +369.0% | +8.7% | +360.3% | +365.4% |
| 1Y | +256.4% | +24.8% | +231.5% | +249.9% |
| 3Y | +96.4% | +298.0% | -201.7% | +75.8% |
| 5Y | +836.6% | +546.0% | +290.6% | +716.6% |
| All | +3,912.3% | +1,093.3% | +2,819.0% | +3,403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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