+133.8%
AEHR vs MKC
-18.2%
+152.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +4.4% |
| 7D | +19.1% | -4.3% | +23.4% | +14.0% |
| 30D | -10.0% | -3.1% | -6.9% | -11.8% |
| 3M | +1.3% | +6.8% | -5.5% | +9.3% |
| 6M | +133.8% | -18.3% | +152.1% | +146.8% |
| All | +133.8% | -18.2% | +152.0% | +146.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling