+286.3%
AEHR vs SPY
+1,251.6%
-965.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.3% |
| 7D | +6.4% | +2.6% | +3.8% | +4.1% |
| 30D | -20.3% | -2.0% | -18.3% | -17.4% |
| 3M | -53.8% | -2.8% | -51.0% | -51.6% |
| 6M | -44.8% | +2.1% | -47.0% | -43.7% |
| YTD | +182.2% | +11.5% | +170.7% | +174.1% |
| 1Y | +174.7% | +13.5% | +161.3% | +163.4% |
| 3Y | +143.5% | +77.7% | +65.8% | +69.2% |
| 5Y | +129.9% | +72.6% | +57.2% | +75.8% |
| 10Y | +1,786.8% | +308.2% | +1,478.6% | +703.3% |
| All | +286.3% | +1,251.6% | -965.3% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling