+3,912.3%
AEHR vs SIMO
+605.2%
+3,307.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -2.8% |
| 7D | +9.8% | +11.0% | -1.3% | +3.9% |
| 30D | -26.7% | +17.9% | -44.6% | -32.4% |
| 3M | -8.1% | +3.9% | -12.0% | -9.2% |
| 6M | +123.1% | +131.0% | -8.0% | +47.2% |
| YTD | +369.0% | +209.3% | +159.7% | +168.1% |
| 1Y | +256.4% | +223.8% | +32.6% | +101.8% |
| 3Y | +96.4% | +479.2% | -382.9% | -13.8% |
| 5Y | +836.6% | +316.0% | +520.6% | +355.5% |
| All | +3,912.3% | +605.2% | +3,307.1% | +1,353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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