+263.2%
AEHR vs MOD
+347.3%
-84.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.7% | +3.3% | +7.5% |
| 7D | -2.4% | -25.5% | +23.1% | +5.3% |
| 30D | -40.1% | -49.0% | +8.9% | -28.5% |
| 3M | -46.3% | -49.8% | +3.5% | -35.5% |
| 6M | -44.6% | -64.8% | +20.2% | -25.9% |
| YTD | +165.3% | -27.6% | +193.0% | +206.9% |
| 1Y | +126.1% | -35.2% | +161.3% | +167.5% |
| 3Y | +132.2% | +137.1% | -4.9% | +106.1% |
| 5Y | +108.3% | +760.3% | -652.0% | +46.2% |
| 10Y | +1,538.2% | +938.8% | +599.4% | +906.1% |
| All | +263.2% | +347.3% | -84.1% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling