+286.3%
AEHR vs SM
+389.8%
-103.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.6% |
| 7D | +6.4% | +9.4% | -3.0% | +4.9% |
| 30D | -20.3% | -14.4% | -5.9% | -18.7% |
| 3M | -53.8% | +1.6% | -55.3% | -54.2% |
| 6M | -44.8% | +6.3% | -51.2% | -46.3% |
| YTD | +182.2% | +78.8% | +103.4% | +150.1% |
| 1Y | +174.7% | +83.1% | +91.6% | +142.5% |
| 3Y | +143.5% | -5.9% | +149.4% | +136.0% |
| 5Y | +129.9% | +4.8% | +125.0% | +117.2% |
| 10Y | +1,786.8% | +17.5% | +1,769.2% | +1,259.9% |
| All | +286.3% | +389.8% | -103.5% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling