+216.7%
AEHR vs MAGS
+187.1%
+29.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | +23.0% | -1.8% | +24.8% | +25.7% |
| 30D | -19.9% | +1.1% | -21.0% | -22.1% |
| 3M | +0.5% | +7.7% | -7.2% | -9.1% |
| 6M | +123.6% | +11.7% | +111.9% | +97.1% |
| YTD | +364.6% | +4.9% | +359.8% | +348.6% |
| 1Y | +255.3% | +14.3% | +241.0% | +214.6% |
| 3Y | +89.7% | +128.9% | -39.2% | -17.4% |
| All | +216.7% | +187.1% | +29.6% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling