+515.5%
AEHR vs IRM
+5,360.8%
-4,845.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +5.9% | +5.5% |
| 7D | +18.5% | +1.6% | +16.9% | +17.8% |
| 30D | -11.9% | -4.2% | -7.7% | -10.1% |
| 3M | -5.0% | -5.4% | +0.4% | -2.3% |
| 6M | +155.0% | +12.0% | +142.9% | +152.2% |
| YTD | +349.7% | +42.0% | +307.6% | +312.9% |
| 1Y | +260.4% | +29.9% | +230.6% | +242.5% |
| 3Y | +83.6% | +104.4% | -20.8% | +52.1% |
| 5Y | +917.8% | +191.0% | +726.8% | +672.7% |
| 10Y | +3,517.1% | +417.1% | +3,100.0% | +2,200.9% |
| All | +515.5% | +5,360.8% | -4,845.3% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling