+484.8%
AEHR vs SM
+445.3%
+39.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -2.5% | +15.6% | +13.5% |
| 7D | +6.7% | +0.1% | +6.7% | +6.7% |
| 30D | -12.7% | +26.3% | -39.0% | -15.6% |
| 3M | -26.0% | +8.7% | -34.7% | -27.4% |
| 6M | +102.2% | +51.7% | +50.5% | +85.5% |
| YTD | +327.2% | +99.0% | +228.2% | +275.3% |
| 1Y | +228.1% | +34.6% | +193.5% | +205.1% |
| 3Y | +67.0% | -7.8% | +74.8% | +63.0% |
| 5Y | +928.1% | +104.8% | +823.4% | +799.0% |
| 10Y | +3,269.5% | +7.2% | +3,262.3% | +2,358.3% |
| All | +484.8% | +445.3% | +39.5% | +315.3% |
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