+268.7%
AEHR vs IRE
-84.0%
+352.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.8% | +12.1% | +7.0% |
| 7D | +19.1% | +29.0% | -10.0% | +11.3% |
| 30D | -10.0% | +24.2% | -34.2% | -16.0% |
| 3M | +1.3% | -53.2% | +54.5% | +11.5% |
| 6M | +133.8% | -36.0% | +169.8% | +118.9% |
| YTD | +373.3% | -51.0% | +424.3% | +341.3% |
| All | +268.7% | -84.0% | +352.7% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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