+3,426.7%
AEHR vs SHAK
+31.3%
+3,395.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.2% |
| 7D | +23.0% | -11.0% | +34.0% | +26.9% |
| 30D | -19.9% | -14.0% | -5.9% | -16.5% |
| 3M | +0.5% | +13.3% | -12.7% | -4.7% |
| 6M | +123.6% | -35.3% | +158.9% | +146.7% |
| YTD | +364.6% | -24.0% | +388.6% | +390.8% |
| 1Y | +255.3% | -36.7% | +292.0% | +294.9% |
| 3Y | +89.7% | -5.4% | +95.1% | +85.0% |
| 5Y | +827.9% | -24.9% | +852.8% | +828.4% |
| 10Y | +3,682.7% | +79.6% | +3,603.0% | +3,164.7% |
| All | +3,426.7% | +31.3% | +3,395.4% | +3,091.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling