+145.3%
AEHR vs MKC
-18.2%
+163.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.4% | -12.0% | -1.4% |
| 7D | -5.7% | +9.6% | -15.3% | +3.6% |
| 30D | -41.7% | +12.0% | -53.8% | -34.0% |
| 3M | -44.6% | -2.0% | -42.6% | -43.3% |
| 6M | -28.9% | +7.2% | -36.1% | -20.8% |
| YTD | +201.3% | -23.7% | +225.1% | +183.8% |
| 1Y | +145.3% | -18.3% | +163.6% | +138.2% |
| All | +145.3% | -18.2% | +163.5% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling