+228.1%
AEHR vs SITM
+174.8%
+53.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.5% | +6.5% | +8.3% |
| 7D | +6.7% | +9.7% | -3.0% | 0.0% |
| 30D | -12.7% | +12.7% | -25.4% | -21.8% |
| 3M | -26.0% | -13.4% | -12.6% | -16.8% |
| 6M | +102.2% | +59.6% | +42.6% | +44.7% |
| YTD | +327.2% | +73.3% | +253.9% | +196.5% |
| 1Y | +228.1% | +165.5% | +62.6% | +96.6% |
| All | +228.1% | +174.8% | +53.3% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling