+793.1%
AEHR vs SFM
+217.9%
+575.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.2% | +5.4% |
| 7D | +19.1% | -7.2% | +26.3% | +19.3% |
| 30D | -10.0% | -14.3% | +4.3% | -9.6% |
| 3M | +1.3% | -13.7% | +15.0% | +1.6% |
| 6M | +133.8% | -6.0% | +139.8% | +131.6% |
| YTD | +373.3% | -8.2% | +381.5% | +368.6% |
| 1Y | +256.2% | -46.2% | +302.4% | +275.0% |
| 3Y | +93.2% | +83.6% | +9.7% | +72.4% |
| 5Y | +793.1% | +212.7% | +580.4% | +715.3% |
| All | +793.1% | +217.9% | +575.2% | +715.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling