+3,753.2%
AEHR vs M
-7.1%
+3,760.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.2% | +9.4% | +6.5% |
| 7D | +19.1% | -4.1% | +23.2% | +20.5% |
| 30D | -10.0% | -13.6% | +3.6% | -6.3% |
| 3M | +1.3% | -2.3% | +3.6% | +1.9% |
| 6M | +133.8% | +21.9% | +111.8% | +122.1% |
| YTD | +373.3% | -0.6% | +373.9% | +373.6% |
| 1Y | +256.2% | +29.7% | +226.4% | +231.1% |
| 3Y | +93.2% | +107.3% | -14.0% | +56.3% |
| 5Y | +793.1% | +20.5% | +772.6% | +706.9% |
| 10Y | +3,753.2% | -6.1% | +3,759.3% | +2,830.1% |
| All | +3,753.2% | -7.1% | +3,760.3% | +2,830.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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