+3,912.3%
AEHR vs SPYG
+424.6%
+3,487.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | -0.3% |
| 7D | +9.8% | -0.9% | +10.7% | +11.2% |
| 30D | -26.7% | -1.5% | -25.2% | -25.0% |
| 3M | -8.1% | +3.7% | -11.8% | -9.6% |
| 6M | +123.1% | +16.4% | +106.6% | +94.6% |
| YTD | +369.0% | +13.3% | +355.7% | +333.3% |
| 1Y | +256.4% | +17.9% | +238.5% | +218.1% |
| 3Y | +96.4% | +98.3% | -2.0% | -4.1% |
| 5Y | +836.6% | +86.4% | +750.2% | +429.1% |
| All | +3,912.3% | +424.6% | +3,487.7% | +661.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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