+2,258.2%
AEHR vs GME
+1,066.0%
+1,192.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.4% |
| 7D | +18.5% | +0.4% | +18.1% | +18.5% |
| 30D | -11.9% | -1.4% | -10.5% | -11.8% |
| 3M | -5.0% | -15.1% | +10.1% | -3.7% |
| 6M | +155.0% | -22.5% | +177.4% | +161.1% |
| YTD | +349.7% | -5.9% | +355.6% | +350.6% |
| 1Y | +260.4% | -18.6% | +279.1% | +267.4% |
| 3Y | +83.6% | +6.7% | +76.9% | +64.7% |
| 5Y | +917.8% | -62.0% | +979.8% | +868.6% |
| 10Y | +3,517.1% | +239.5% | +3,277.7% | +1,560.9% |
| All | +2,258.2% | +1,066.0% | +1,192.2% | +681.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling