+96.4%
AEHR vs IFF
+29.0%
+67.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | +9.8% | -3.2% | +12.9% | +11.0% |
| 30D | -26.7% | -0.3% | -26.4% | -26.9% |
| 3M | -8.1% | +8.4% | -16.5% | -13.2% |
| 6M | +123.1% | +23.0% | +100.0% | +97.0% |
| YTD | +369.0% | +25.5% | +343.5% | +296.6% |
| 1Y | +256.4% | +29.1% | +227.3% | +193.1% |
| 3Y | +96.4% | +31.7% | +64.7% | +35.5% |
| All | +96.4% | +29.0% | +67.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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