+3,753.2%
AEHR vs USFD
+306.5%
+3,446.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.5% | +10.7% | +7.3% |
| 7D | +19.1% | -7.0% | +26.1% | +22.1% |
| 30D | -10.0% | -10.3% | +0.3% | -6.4% |
| 3M | +1.3% | +9.2% | -7.9% | -3.7% |
| 6M | +133.8% | +7.4% | +126.4% | +123.4% |
| YTD | +373.3% | +29.4% | +343.9% | +312.5% |
| 1Y | +256.2% | +24.8% | +231.3% | +214.6% |
| 3Y | +93.2% | +150.0% | -56.8% | +30.1% |
| 5Y | +793.1% | +195.5% | +597.6% | +484.2% |
| 10Y | +3,753.2% | +315.7% | +3,437.5% | +2,042.1% |
| All | +3,753.2% | +306.5% | +3,446.7% | +2,042.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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