+4,498.5%
AEHR vs SITM
+4,532.8%
-34.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.7% |
| 7D | +23.0% | +4.8% | +18.2% | +20.6% |
| 30D | -19.9% | -9.7% | -10.2% | -15.3% |
| 3M | +0.5% | -9.3% | +9.9% | +6.9% |
| 6M | +123.6% | +69.5% | +54.1% | +85.2% |
| YTD | +364.6% | +70.5% | +294.1% | +285.1% |
| 1Y | +255.3% | +145.3% | +110.1% | +152.9% |
| 3Y | +89.7% | +432.8% | -343.1% | -9.2% |
| 5Y | +827.9% | +174.0% | +653.9% | +425.4% |
| All | +4,498.5% | +4,532.8% | -34.3% | +1,606.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling