+1,831.5%
AEHR vs SIMO
+394.4%
+1,437.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.6% | -1.1% | -3.5% |
| 7D | +6.4% | +4.1% | +2.3% | +4.5% |
| 30D | -20.3% | -24.0% | +3.7% | -5.3% |
| 3M | -53.8% | -31.8% | -22.0% | -41.8% |
| 6M | -44.8% | -36.9% | -7.9% | -26.1% |
| YTD | +182.2% | +84.8% | +97.4% | +113.4% |
| 1Y | +174.7% | +99.0% | +75.7% | +100.7% |
| 3Y | +143.5% | +217.9% | -74.4% | +45.1% |
| 5Y | +129.9% | +171.5% | -41.6% | +42.6% |
| All | +1,831.5% | +394.4% | +1,437.1% | +755.6% |
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