+219.7%
AEHR vs MAGS
+190.0%
+29.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.5% |
| 7D | +9.8% | +0.6% | +9.1% | +8.8% |
| 30D | -26.7% | +3.2% | -29.9% | -30.6% |
| 3M | -8.1% | +7.7% | -15.8% | -16.9% |
| 6M | +123.1% | +12.5% | +110.6% | +94.8% |
| YTD | +369.0% | +6.0% | +363.0% | +346.6% |
| 1Y | +256.4% | +14.4% | +242.0% | +214.8% |
| 3Y | +96.4% | +127.5% | -31.2% | -13.8% |
| All | +219.7% | +190.0% | +29.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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