+98.2%
AEHR vs RMBS
+56.5%
+41.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.6% |
| 7D | +19.1% | +3.5% | +15.6% | +16.4% |
| 30D | -10.0% | -8.6% | -1.4% | -2.5% |
| 3M | +1.3% | -40.3% | +41.6% | +50.2% |
| 6M | +133.8% | -1.0% | +134.7% | +154.5% |
| YTD | +373.3% | -4.6% | +377.9% | +406.5% |
| 1Y | +256.2% | +17.6% | +238.6% | +229.6% |
| All | +98.2% | +56.5% | +41.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling