+669.8%
AEHR vs SARO
-22.5%
+692.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.1% |
| 7D | +9.8% | -3.1% | +12.9% | +11.8% |
| 30D | -26.7% | -12.2% | -14.5% | -20.5% |
| 3M | -8.1% | -7.4% | -0.7% | -3.8% |
| 6M | +123.1% | -15.3% | +138.3% | +141.9% |
| YTD | +369.0% | -16.2% | +385.2% | +410.9% |
| 1Y | +256.4% | -12.1% | +268.5% | +279.2% |
| All | +669.8% | -22.5% | +692.3% | +535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling