+4,328.8%
AEHR vs QS
-43.2%
+4,372.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.2% | +4.7% |
| 7D | +18.5% | +2.2% | +16.3% | +17.9% |
| 30D | -11.9% | -8.1% | -3.9% | -9.5% |
| 3M | -5.0% | -27.0% | +22.0% | +4.9% |
| 6M | +155.0% | -16.4% | +171.4% | +176.0% |
| YTD | +349.7% | -46.4% | +396.0% | +445.9% |
| 1Y | +260.4% | -41.1% | +301.5% | +323.4% |
| 3Y | +83.6% | -18.6% | +102.2% | +81.0% |
| 5Y | +917.8% | -73.0% | +990.9% | +1,047.5% |
| All | +4,328.8% | -43.2% | +4,372.0% | +4,397.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling