+712.1%
AEHR vs RNG
-68.4%
+780.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +9.8% | -6.1% | +15.9% | +12.1% |
| 30D | -26.7% | +9.6% | -36.3% | -30.1% |
| 3M | -8.1% | +83.3% | -91.4% | -31.7% |
| 6M | +123.1% | +77.9% | +45.1% | +61.3% |
| YTD | +369.0% | +139.9% | +229.1% | +179.1% |
| 1Y | +256.4% | +121.7% | +134.7% | +119.8% |
| 3Y | +96.4% | +121.9% | -25.5% | +14.2% |
| All | +712.1% | -68.4% | +780.5% | +1,065.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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