+3,912.3%
AEHR vs IRM
+440.8%
+3,471.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.3% |
| 7D | +9.8% | -1.4% | +11.2% | +10.7% |
| 30D | -26.7% | -7.4% | -19.3% | -22.6% |
| 3M | -8.1% | -7.4% | -0.7% | -2.4% |
| 6M | +123.1% | +8.7% | +114.4% | +121.8% |
| YTD | +369.0% | +40.9% | +328.1% | +307.1% |
| 1Y | +256.4% | +20.5% | +235.9% | +238.0% |
| 3Y | +96.4% | +101.7% | -5.3% | +42.3% |
| 5Y | +836.6% | +197.7% | +638.9% | +484.0% |
| All | +3,912.3% | +440.8% | +3,471.5% | +2,072.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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