+712.1%
AEHR vs MKC
-33.0%
+745.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | +9.8% | -1.5% | +11.2% | +9.6% |
| 30D | -26.7% | -3.1% | -23.6% | -26.9% |
| 3M | -8.1% | +5.2% | -13.3% | -8.1% |
| 6M | +123.1% | -12.8% | +135.9% | +126.6% |
| YTD | +369.0% | -23.3% | +392.3% | +380.9% |
| 1Y | +256.4% | -24.1% | +280.5% | +266.0% |
| 3Y | +96.4% | -32.1% | +128.5% | +102.1% |
| All | +712.1% | -33.0% | +745.1% | +853.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling