+3,912.3%
AEHR vs RMBS
+566.4%
+3,345.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.4% |
| 7D | +9.8% | +1.8% | +8.0% | +8.5% |
| 30D | -26.7% | -13.9% | -12.8% | -17.8% |
| 3M | -8.1% | -39.8% | +31.7% | +34.8% |
| 6M | +123.1% | -6.0% | +129.1% | +148.1% |
| YTD | +369.0% | -5.4% | +374.3% | +400.6% |
| 1Y | +256.4% | -1.8% | +258.2% | +268.4% |
| 3Y | +96.4% | +53.7% | +42.7% | +37.7% |
| 5Y | +836.6% | +268.5% | +568.1% | +287.8% |
| All | +3,912.3% | +566.4% | +3,345.9% | +1,115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling