+1,831.5%
AEHR vs SM
+18.0%
+1,813.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.6% |
| 7D | +6.4% | +9.4% | -3.0% | +4.8% |
| 30D | -20.3% | -14.4% | -5.9% | -18.7% |
| 3M | -53.8% | +1.6% | -55.3% | -54.3% |
| 6M | -44.8% | +6.3% | -51.2% | -46.4% |
| YTD | +182.2% | +78.8% | +103.4% | +147.5% |
| 1Y | +174.7% | +83.1% | +91.6% | +140.0% |
| 3Y | +143.5% | -5.9% | +149.4% | +134.7% |
| 5Y | +129.9% | +4.8% | +125.0% | +116.3% |
| All | +1,831.5% | +18.0% | +1,813.5% | +1,415.9% |
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