+228.1%
AEHR vs SFM
-41.4%
+269.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.9% | +10.2% | +13.5% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | -12.7% | -4.4% | -8.3% | -13.1% |
| 3M | -26.0% | +1.5% | -27.5% | -25.4% |
| 6M | +102.2% | +6.5% | +95.7% | +101.3% |
| YTD | +327.2% | +2.2% | +325.1% | +329.1% |
| 1Y | +228.1% | -41.9% | +270.0% | +250.4% |
| All | +228.1% | -41.4% | +269.5% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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