+515.5%
AEHR vs RMBS
+409.2%
+106.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.9% |
| 7D | +18.5% | +3.0% | +15.6% | +17.9% |
| 30D | -11.9% | -14.4% | +2.5% | -8.8% |
| 3M | -5.0% | -42.8% | +37.8% | +7.6% |
| 6M | +155.0% | -1.4% | +156.4% | +165.2% |
| YTD | +349.7% | -5.4% | +355.1% | +369.0% |
| 1Y | +260.4% | +18.6% | +241.8% | +262.6% |
| 3Y | +83.6% | +57.3% | +26.3% | +76.7% |
| 5Y | +917.8% | +265.7% | +652.1% | +790.5% |
| 10Y | +3,517.1% | +546.0% | +2,971.1% | +2,839.3% |
| All | +515.5% | +409.2% | +106.3% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling