+145.3%
AEHR vs RMBS
-18.2%
+163.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.0% | -0.6% | -1.2% |
| 7D | -5.7% | -8.9% | +3.2% | +3.5% |
| 30D | -41.7% | -24.8% | -16.9% | -24.4% |
| 3M | -44.6% | -17.6% | -27.1% | -33.0% |
| 6M | -28.9% | -25.7% | -3.3% | +1.6% |
| YTD | +201.3% | -9.8% | +211.1% | +235.0% |
| 1Y | +145.3% | -17.4% | +162.7% | +187.7% |
| All | +145.3% | -18.2% | +163.5% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling