+3,912.3%
AEHR vs GME
+285.6%
+3,626.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.6% |
| 7D | +9.8% | +10.4% | -0.6% | +8.8% |
| 30D | -26.7% | +14.1% | -40.8% | -27.6% |
| 3M | -8.1% | -4.6% | -3.5% | -8.0% |
| 6M | +123.1% | -13.5% | +136.6% | +125.4% |
| YTD | +369.0% | +5.3% | +363.7% | +365.3% |
| 1Y | +256.4% | -14.9% | +271.3% | +260.7% |
| 3Y | +96.4% | +24.3% | +72.1% | +78.7% |
| 5Y | +836.6% | -55.6% | +892.2% | +786.3% |
| All | +3,912.3% | +285.6% | +3,626.7% | +2,189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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