+3,753.2%
AEHR vs P
+694.3%
+3,059.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.0% | +9.3% | +7.3% |
| 7D | +19.1% | +5.0% | +14.1% | +15.7% |
| 30D | -10.0% | -0.9% | -9.1% | -10.2% |
| 3M | +1.3% | +38.7% | -37.3% | -13.5% |
| 6M | +133.8% | +54.4% | +79.4% | +89.4% |
| YTD | +373.3% | +44.8% | +328.5% | +299.6% |
| 1Y | +256.2% | +22.5% | +233.6% | +213.5% |
| 3Y | +93.2% | +148.2% | -55.0% | +13.0% |
| 5Y | +793.1% | +268.9% | +524.2% | +356.5% |
| 10Y | +3,753.2% | +696.9% | +3,056.3% | +1,619.6% |
| All | +3,753.2% | +694.3% | +3,059.0% | +1,619.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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