+542.0%
AEHR vs SPY
+1,266.0%
-724.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.1% |
| 7D | +9.8% | -0.8% | +10.5% | +10.5% |
| 30D | -26.7% | -1.1% | -25.7% | -26.1% |
| 3M | -8.1% | +3.9% | -12.0% | -10.0% |
| 6M | +123.1% | +13.6% | +109.5% | +106.3% |
| YTD | +369.0% | +12.7% | +356.3% | +342.3% |
| 1Y | +256.4% | +17.5% | +238.9% | +227.6% |
| 3Y | +96.4% | +76.9% | +19.5% | +34.4% |
| 5Y | +836.6% | +83.6% | +753.0% | +573.7% |
| 10Y | +3,718.1% | +320.7% | +3,397.5% | +1,456.2% |
| All | +542.0% | +1,266.0% | -724.0% | +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