+3,912.3%
AEHR vs SPY
+322.5%
+3,589.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.5% |
| 7D | +9.8% | -0.8% | +10.5% | +11.1% |
| 30D | -26.7% | -1.1% | -25.7% | -25.6% |
| 3M | -8.1% | +3.9% | -12.0% | -11.6% |
| 6M | +123.1% | +13.6% | +109.5% | +93.9% |
| YTD | +369.0% | +12.7% | +356.3% | +320.7% |
| 1Y | +256.4% | +17.5% | +238.9% | +206.0% |
| 3Y | +96.4% | +76.9% | +19.5% | +2.7% |
| 5Y | +836.6% | +83.6% | +753.0% | +410.3% |
| All | +3,912.3% | +322.5% | +3,589.8% | +891.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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