+3,912.3%
AEHR vs IVZ
+65.9%
+3,846.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +9.8% | -2.4% | +12.2% | +11.2% |
| 30D | -26.7% | +3.0% | -29.8% | -28.1% |
| 3M | -8.1% | +14.9% | -23.0% | -13.6% |
| 6M | +123.1% | +36.7% | +86.3% | +92.3% |
| YTD | +369.0% | +25.7% | +343.3% | +322.3% |
| 1Y | +256.4% | +47.7% | +208.7% | +196.9% |
| 3Y | +96.4% | +138.8% | -42.5% | +30.3% |
| 5Y | +836.6% | +62.1% | +774.5% | +618.2% |
| All | +3,912.3% | +65.9% | +3,846.4% | +3,156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling