+256.4%
AEHR vs SPYG
+17.9%
+238.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | -2.3% |
| 7D | +9.8% | -0.9% | +10.7% | +13.4% |
| 30D | -26.7% | -1.5% | -25.2% | -22.4% |
| 3M | -8.1% | +3.7% | -11.8% | -15.2% |
| 6M | +123.1% | +16.4% | +106.6% | +37.4% |
| YTD | +369.0% | +13.3% | +355.7% | +221.3% |
| 1Y | +256.4% | +17.9% | +238.5% | +107.6% |
| All | +256.4% | +17.9% | +238.5% | +107.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling