+1,302.7%
AEHR vs SPYG
+559.2%
+743.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.6% | +5.6% |
| 7D | +19.1% | +0.3% | +18.8% | +18.6% |
| 30D | -10.0% | -1.7% | -8.3% | -8.5% |
| 3M | +1.3% | +3.6% | -2.3% | +0.7% |
| 6M | +133.8% | +16.6% | +117.2% | +115.1% |
| YTD | +373.3% | +13.4% | +359.9% | +353.1% |
| 1Y | +256.2% | +19.6% | +236.6% | +229.6% |
| 3Y | +93.2% | +99.8% | -6.5% | +22.4% |
| 5Y | +793.1% | +85.0% | +708.1% | +551.5% |
| 10Y | +3,753.2% | +422.1% | +3,331.1% | +1,298.9% |
| All | +1,302.7% | +559.2% | +743.5% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling