+67.8%
AEHR vs MOD
+300.6%
-232.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.3% | +8.8% | +10.4% |
| 7D | +6.7% | +9.6% | -2.8% | +0.8% |
| 30D | -12.7% | 0.0% | -12.7% | -11.7% |
| 3M | -26.0% | -35.4% | +9.4% | -1.1% |
| 6M | +102.2% | -7.3% | +109.5% | +133.4% |
| YTD | +327.2% | +45.8% | +281.4% | +304.7% |
| 1Y | +228.1% | +43.1% | +185.0% | +214.0% |
| All | +67.8% | +300.6% | -232.9% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling