+3,323.0%
AEHR vs MOD
+1,604.6%
+1,718.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.3% | +8.8% | +11.4% |
| 7D | +6.7% | +9.6% | -2.8% | +2.8% |
| 30D | -12.7% | 0.0% | -12.7% | -12.0% |
| 3M | -26.0% | -35.4% | +9.4% | -9.7% |
| 6M | +102.2% | -7.3% | +109.5% | +123.6% |
| YTD | +327.2% | +45.8% | +281.4% | +305.4% |
| 1Y | +228.1% | +43.1% | +185.0% | +213.8% |
| 3Y | +67.0% | +297.7% | -230.6% | +9.6% |
| 5Y | +928.1% | +1,478.8% | -550.6% | +360.3% |
| All | +3,323.0% | +1,604.6% | +1,718.5% | +1,411.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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