+4,519.0%
AEHR vs QS
-46.4%
+4,565.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | +9.8% | -3.6% | +13.4% | +10.8% |
| 30D | -26.7% | -17.2% | -9.5% | -22.7% |
| 3M | -8.1% | -27.0% | +18.9% | +1.4% |
| 6M | +123.1% | -24.6% | +147.6% | +147.7% |
| YTD | +369.0% | -49.3% | +418.3% | +477.5% |
| 1Y | +256.4% | -40.3% | +296.7% | +319.3% |
| 3Y | +96.4% | -23.8% | +120.2% | +96.8% |
| 5Y | +836.6% | -75.0% | +911.6% | +972.3% |
| All | +4,519.0% | -46.4% | +4,565.4% | +4,658.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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