+3,912.3%
AEHR vs QSR
+135.2%
+3,777.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +9.8% | -4.0% | +13.8% | +12.1% |
| 30D | -26.7% | +2.8% | -29.5% | -28.1% |
| 3M | -8.1% | +5.1% | -13.2% | -12.2% |
| 6M | +123.1% | +8.8% | +114.3% | +107.6% |
| YTD | +369.0% | +14.8% | +354.2% | +321.0% |
| 1Y | +256.4% | +25.7% | +230.7% | +203.5% |
| 3Y | +96.4% | +27.5% | +68.8% | +65.5% |
| 5Y | +836.6% | +41.3% | +795.3% | +652.0% |
| All | +3,912.3% | +135.2% | +3,777.1% | +2,040.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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