+94.5%
AEHR vs MKC
-31.7%
+126.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -2.0% |
| 7D | +23.0% | -2.8% | +25.8% | +22.1% |
| 30D | -19.9% | -3.4% | -16.6% | -20.5% |
| 3M | +0.5% | +3.8% | -3.2% | +1.7% |
| 6M | +123.6% | -17.9% | +141.5% | +126.6% |
| YTD | +364.6% | -23.6% | +388.3% | +371.5% |
| 1Y | +255.3% | -23.1% | +278.4% | +260.7% |
| All | +94.5% | -31.7% | +126.2% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling