+547.9%
AEHR vs MKC
+1,506.8%
-959.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.4% |
| 7D | +19.1% | -4.3% | +23.4% | +20.0% |
| 30D | -10.0% | -3.1% | -6.9% | -9.8% |
| 3M | +1.3% | +6.8% | -5.5% | -1.2% |
| 6M | +133.8% | -18.3% | +152.1% | +140.6% |
| YTD | +373.3% | -23.1% | +396.4% | +390.6% |
| 1Y | +256.2% | -23.7% | +279.8% | +268.4% |
| 3Y | +93.2% | -31.0% | +124.3% | +102.1% |
| 5Y | +793.1% | -33.5% | +826.6% | +829.6% |
| 10Y | +3,753.2% | +30.3% | +3,723.0% | +3,178.2% |
| All | +547.9% | +1,506.8% | -959.0% | +239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling