+126.4%
AEHR vs MOD
+748.9%
-622.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.7% | +3.3% | +5.4% |
| 7D | -2.4% | -25.5% | +23.1% | +16.5% |
| 30D | -40.1% | -49.0% | +8.9% | -8.8% |
| 3M | -46.3% | -49.8% | +3.5% | -17.5% |
| 6M | -44.6% | -64.8% | +20.2% | +9.3% |
| YTD | +165.3% | -27.6% | +193.0% | +269.1% |
| 1Y | +126.1% | -35.2% | +161.3% | +229.5% |
| 3Y | +132.2% | +137.1% | -4.9% | +38.5% |
| All | +126.4% | +748.9% | -622.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling