+1,831.5%
AEHR vs IRM
+520.0%
+1,311.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -5.9% | -6.2% |
| 7D | +6.4% | +6.8% | -0.4% | +2.0% |
| 30D | -20.3% | +2.6% | -22.9% | -20.3% |
| 3M | -53.8% | -9.5% | -44.3% | -49.6% |
| 6M | -44.8% | -8.5% | -36.3% | -39.5% |
| YTD | +182.2% | +40.3% | +141.9% | +149.4% |
| 1Y | +174.7% | +28.7% | +146.1% | +154.3% |
| 3Y | +143.5% | +111.8% | +31.7% | +74.9% |
| 5Y | +129.9% | +189.1% | -59.3% | +46.7% |
| All | +1,831.5% | +520.0% | +1,311.5% | +874.3% |
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