+3,330.8%
AEHR vs S
-57.1%
+3,387.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +9.8% | -0.7% | +10.4% | +10.0% |
| 30D | -26.7% | -11.4% | -15.3% | -23.8% |
| 3M | -8.1% | +33.8% | -41.9% | -20.8% |
| 6M | +123.1% | +39.5% | +83.6% | +84.8% |
| YTD | +369.0% | +31.7% | +337.3% | +293.5% |
| 1Y | +256.4% | +7.0% | +249.4% | +226.8% |
| 3Y | +96.4% | +11.8% | +84.6% | +65.8% |
| 5Y | +836.6% | -69.0% | +905.6% | +1,243.3% |
| All | +3,330.8% | -57.1% | +3,387.9% | +3,777.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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