+827.9%
AEHR vs GME
-58.9%
+886.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.3% |
| 7D | +23.0% | +6.0% | +17.0% | +21.6% |
| 30D | -19.9% | +8.3% | -28.3% | -21.2% |
| 3M | +0.5% | -9.1% | +9.6% | +1.7% |
| 6M | +123.6% | -16.3% | +139.9% | +130.3% |
| YTD | +364.6% | +1.5% | +363.1% | +359.1% |
| 1Y | +255.3% | -16.3% | +271.7% | +266.0% |
| 3Y | +89.7% | +15.1% | +74.6% | +39.9% |
| 5Y | +827.9% | -57.2% | +885.1% | +667.6% |
| All | +827.9% | -58.9% | +886.8% | +667.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling