+515.5%
AEHR vs IVZ
+551.6%
-36.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.0% |
| 7D | +18.5% | +1.1% | +17.4% | +18.0% |
| 30D | -11.9% | +3.1% | -15.0% | -12.9% |
| 3M | -5.0% | +18.2% | -23.2% | -9.0% |
| 6M | +155.0% | +38.6% | +116.3% | +133.5% |
| YTD | +349.7% | +25.9% | +323.8% | +324.6% |
| 1Y | +260.4% | +51.7% | +208.7% | +222.8% |
| 3Y | +83.6% | +138.7% | -55.1% | +45.5% |
| 5Y | +917.8% | +62.8% | +855.0% | +803.7% |
| 10Y | +3,517.1% | +60.9% | +3,456.2% | +2,893.9% |
| All | +515.5% | +551.6% | -36.1% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IVZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling