+3,875.0%
AEHR vs RRC
+6.5%
+3,868.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | +23.0% | -1.2% | +24.2% | +23.2% |
| 30D | -19.9% | +3.0% | -22.9% | -20.3% |
| 3M | +0.5% | +7.3% | -6.8% | -0.8% |
| 6M | +123.6% | +3.6% | +120.0% | +120.9% |
| YTD | +364.6% | +19.4% | +345.3% | +349.8% |
| 1Y | +255.3% | +21.4% | +233.9% | +243.7% |
| 3Y | +89.7% | +32.8% | +57.0% | +80.1% |
| 5Y | +827.9% | +152.0% | +675.9% | +736.3% |
| All | +3,875.0% | +6.5% | +3,868.5% | +3,558.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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