+228.1%
AEHR vs SARO
-7.4%
+235.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.7% | +12.4% | +12.6% |
| 7D | +6.7% | -0.8% | +7.5% | +7.3% |
| 30D | -12.7% | -20.0% | +7.3% | +2.5% |
| 3M | -26.0% | -2.9% | -23.1% | -24.6% |
| 6M | +102.2% | -17.7% | +119.9% | +130.2% |
| YTD | +327.2% | -13.5% | +340.7% | +350.2% |
| 1Y | +228.1% | -9.7% | +237.8% | +229.6% |
| All | +228.1% | -7.4% | +235.5% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling