+3,875.0%
AEHR vs SM
+23.2%
+3,851.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.9% |
| 7D | +23.0% | +2.1% | +20.9% | +22.6% |
| 30D | -19.9% | +18.1% | -38.1% | -21.9% |
| 3M | +0.5% | +17.0% | -16.5% | -2.5% |
| 6M | +123.6% | +55.4% | +68.1% | +103.9% |
| YTD | +364.6% | +108.6% | +256.1% | +302.7% |
| 1Y | +255.3% | +45.7% | +209.7% | +225.6% |
| 3Y | +89.7% | -0.3% | +90.0% | +82.1% |
| 5Y | +827.9% | +113.0% | +714.9% | +717.6% |
| All | +3,875.0% | +23.2% | +3,851.8% | +2,826.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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