+3,912.3%
AEHR vs PHM
+568.1%
+3,344.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | +9.8% | -5.0% | +14.7% | +12.7% |
| 30D | -26.7% | -8.4% | -18.3% | -23.5% |
| 3M | -8.1% | -4.4% | -3.7% | -7.9% |
| 6M | +123.1% | -3.7% | +126.8% | +125.8% |
| YTD | +369.0% | +1.3% | +367.7% | +358.4% |
| 1Y | +256.4% | -14.0% | +270.4% | +282.0% |
| 3Y | +96.4% | +48.1% | +48.3% | +57.8% |
| 5Y | +836.6% | +158.8% | +677.8% | +490.0% |
| All | +3,912.3% | +568.1% | +3,344.2% | +1,843.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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