+712.1%
AEHR vs RMBS
+265.4%
+446.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.5% |
| 7D | +9.8% | +1.8% | +8.0% | +8.3% |
| 30D | -26.7% | -13.9% | -12.8% | -16.6% |
| 3M | -8.1% | -39.8% | +31.7% | +40.7% |
| 6M | +123.1% | -6.0% | +129.1% | +148.1% |
| YTD | +369.0% | -5.4% | +374.3% | +394.5% |
| 1Y | +256.4% | -1.8% | +258.2% | +259.8% |
| 3Y | +96.4% | +53.7% | +42.7% | +17.5% |
| All | +712.1% | +265.4% | +446.7% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling