+3,912.3%
AEHR vs SCHG
+459.0%
+3,453.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.3% |
| 7D | +9.8% | -1.0% | +10.8% | +11.3% |
| 30D | -26.7% | -1.3% | -25.5% | -25.9% |
| 3M | -8.1% | +5.4% | -13.5% | -13.7% |
| 6M | +123.1% | +14.4% | +108.6% | +93.4% |
| YTD | +369.0% | +8.0% | +361.0% | +346.1% |
| 1Y | +256.4% | +12.7% | +243.6% | +226.6% |
| 3Y | +96.4% | +85.6% | +10.8% | +2.4% |
| 5Y | +836.6% | +85.5% | +751.1% | +423.3% |
| All | +3,912.3% | +459.0% | +3,453.3% | +676.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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