+94.5%
AEHR vs QS
-26.0%
+120.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | +23.0% | -5.0% | +28.0% | +25.4% |
| 30D | -19.9% | -18.3% | -1.6% | -12.6% |
| 3M | +0.5% | -26.0% | +26.5% | +15.7% |
| 6M | +123.6% | -24.0% | +147.6% | +159.6% |
| YTD | +364.6% | -50.3% | +414.9% | +527.5% |
| 1Y | +255.3% | -38.0% | +293.3% | +343.2% |
| All | +94.5% | -26.0% | +120.5% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling