+305.5%
AEHR vs M
+128.7%
+176.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +8.1% | +3.5% | +9.6% |
| 7D | +16.2% | +2.5% | +13.7% | +15.4% |
| 30D | -29.3% | +10.1% | -39.4% | -31.3% |
| 3M | -42.0% | -0.9% | -41.0% | -42.3% |
| 6M | -38.5% | +30.2% | -68.6% | -42.8% |
| YTD | +196.2% | +16.3% | +179.9% | +183.5% |
| 1Y | +144.3% | +27.0% | +117.4% | +128.7% |
| 3Y | +158.0% | +154.5% | +3.5% | +102.0% |
| 5Y | +144.4% | -1.1% | +145.5% | +128.7% |
| 10Y | +1,867.4% | +0.5% | +1,866.9% | +1,474.0% |
| All | +305.5% | +128.7% | +176.8% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling