+3,912.3%
AEHR vs MCO
+393.6%
+3,518.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | +9.8% | -3.8% | +13.5% | +11.9% |
| 30D | -26.7% | -0.4% | -26.3% | -27.5% |
| 3M | -8.1% | +7.7% | -15.8% | -14.6% |
| 6M | +123.1% | +7.0% | +116.1% | +106.3% |
| YTD | +369.0% | -6.4% | +375.4% | +363.1% |
| 1Y | +256.4% | -7.6% | +264.0% | +251.5% |
| 3Y | +96.4% | +43.2% | +53.1% | +46.2% |
| 5Y | +836.6% | +29.6% | +807.0% | +634.7% |
| All | +3,912.3% | +393.6% | +3,518.7% | +1,817.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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