+3,912.3%
AEHR vs MKTX
+5.0%
+3,907.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +9.8% | -0.2% | +10.0% | +9.8% |
| 30D | -26.7% | +0.7% | -27.5% | -26.9% |
| 3M | -8.1% | +40.8% | -48.9% | -16.3% |
| 6M | +123.1% | -8.0% | +131.1% | +125.8% |
| YTD | +369.0% | -8.7% | +377.7% | +374.0% |
| 1Y | +256.4% | -11.8% | +268.2% | +261.6% |
| 3Y | +96.4% | -24.0% | +120.4% | +100.7% |
| 5Y | +836.6% | -60.3% | +896.9% | +1,037.5% |
| All | +3,912.3% | +5.0% | +3,907.2% | +4,636.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling