+681.7%
AEHR vs MULL
+2,366.2%
-1,684.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.3% | +7.5% | +1.6% |
| 7D | +23.0% | +3.6% | +19.4% | +21.3% |
| 30D | -19.9% | +22.0% | -42.0% | -25.7% |
| 3M | +0.5% | -8.6% | +9.2% | -3.7% |
| 6M | +123.6% | +248.5% | -124.9% | +20.4% |
| YTD | +364.6% | +516.3% | -151.7% | +105.8% |
| 1Y | +255.3% | +2,036.6% | -1,781.3% | -1.8% |
| All | +681.7% | +2,366.2% | -1,684.4% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling