+3,912.3%
AEHR vs SHAK
+87.2%
+3,825.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | -0.2% |
| 7D | +9.8% | -8.3% | +18.1% | +12.8% |
| 30D | -26.7% | -12.6% | -14.1% | -23.4% |
| 3M | -8.1% | +9.1% | -17.2% | -12.8% |
| 6M | +123.1% | -31.2% | +154.3% | +145.7% |
| YTD | +369.0% | -21.6% | +390.6% | +394.4% |
| 1Y | +256.4% | -38.8% | +295.2% | +309.6% |
| 3Y | +96.4% | +0.6% | +95.8% | +82.9% |
| 5Y | +836.6% | -22.5% | +859.1% | +813.3% |
| All | +3,912.3% | +87.2% | +3,825.1% | +2,851.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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