+689.1%
AEHR vs MULL
+2,337.2%
-1,648.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +9.8% | -8.4% | +18.2% | +13.2% |
| 30D | -26.7% | +9.7% | -36.4% | -29.4% |
| 3M | -8.1% | -26.8% | +18.7% | -4.5% |
| 6M | +123.1% | +220.7% | -97.6% | +23.8% |
| YTD | +369.0% | +509.0% | -140.0% | +108.6% |
| 1Y | +256.4% | +1,739.5% | -1,483.1% | +3.9% |
| All | +689.1% | +2,337.2% | -1,648.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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