+5,501.3%
AEHR vs SFM
+132.6%
+5,368.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.9% | +10.2% | +12.9% |
| 7D | +6.7% | -0.1% | +6.8% | +6.8% |
| 30D | -12.7% | -4.4% | -8.3% | -12.5% |
| 3M | -26.0% | +1.5% | -27.5% | -26.4% |
| 6M | +102.2% | +6.5% | +95.7% | +99.0% |
| YTD | +327.2% | +2.2% | +325.1% | +321.1% |
| 1Y | +228.1% | -41.9% | +270.0% | +241.7% |
| 3Y | +67.0% | +106.8% | -39.7% | +51.5% |
| 5Y | +928.1% | +231.6% | +696.6% | +779.1% |
| 10Y | +3,269.5% | +258.4% | +3,011.1% | +2,672.8% |
| All | +5,501.3% | +132.6% | +5,368.7% | +5,449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling