+3,912.3%
AEHR vs MTCH
+208.0%
+3,704.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.4% |
| 7D | +9.8% | +1.3% | +8.5% | +9.2% |
| 30D | -26.7% | +15.9% | -42.6% | -31.8% |
| 3M | -8.1% | +23.3% | -31.4% | -16.7% |
| 6M | +123.1% | +40.1% | +82.9% | +91.5% |
| YTD | +369.0% | +33.6% | +335.4% | +308.6% |
| 1Y | +256.4% | +14.1% | +242.3% | +232.5% |
| 3Y | +96.4% | +1.4% | +94.9% | +88.1% |
| 5Y | +836.6% | -73.1% | +909.7% | +1,197.1% |
| All | +3,912.3% | +208.0% | +3,704.3% | +3,446.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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