+346.0%
AEHR vs M
+127.8%
+218.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.9% | +11.3% | +10.7% |
| 7D | +8.1% | -3.3% | +11.4% | +9.3% |
| 30D | -15.9% | +8.1% | -24.0% | -17.8% |
| 3M | -43.9% | +2.2% | -46.1% | -44.6% |
| 6M | -37.1% | +35.1% | -72.2% | -42.1% |
| YTD | +225.8% | +15.8% | +210.0% | +212.0% |
| 1Y | +184.0% | +25.8% | +158.2% | +166.3% |
| 3Y | +168.5% | +156.2% | +12.3% | +109.9% |
| 5Y | +186.2% | -2.4% | +188.6% | +168.4% |
| 10Y | +2,078.1% | -7.1% | +2,085.3% | +1,674.2% |
| All | +346.0% | +127.8% | +218.2% | +108.7% |
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