+273.2%
AEHR vs Q
+75.4%
+197.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | +0.5% |
| 7D | +23.0% | +4.1% | +18.9% | +17.0% |
| 30D | -19.9% | -10.7% | -9.2% | -5.4% |
| 3M | +0.5% | -11.7% | +12.2% | +26.1% |
| 6M | +123.6% | +8.3% | +115.2% | +125.4% |
| YTD | +364.6% | +51.3% | +313.3% | +267.9% |
| All | +273.2% | +75.4% | +197.8% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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