+484.8%
AEHR vs MOD
+829.0%
-344.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.3% | +8.8% | +12.0% |
| 7D | +6.7% | +9.6% | -2.8% | +4.3% |
| 30D | -12.7% | 0.0% | -12.7% | -12.2% |
| 3M | -26.0% | -35.4% | +9.4% | -16.0% |
| 6M | +102.2% | -7.3% | +109.5% | +115.9% |
| YTD | +327.2% | +45.8% | +281.4% | +312.7% |
| 1Y | +228.1% | +43.1% | +185.0% | +219.0% |
| 3Y | +67.0% | +297.7% | -230.6% | +27.9% |
| 5Y | +928.1% | +1,478.8% | -550.6% | +511.3% |
| 10Y | +3,269.5% | +1,633.4% | +1,636.1% | +1,676.2% |
| All | +484.8% | +829.0% | -344.1% | +157.9% |
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