+1,867.4%
AEHR vs USFD
+368.6%
+1,498.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +3.1% | +8.6% | +10.5% |
| 7D | +16.2% | +3.9% | +12.3% | +14.2% |
| 30D | -29.3% | +12.8% | -42.2% | -32.9% |
| 3M | -42.0% | +1.0% | -42.9% | -42.7% |
| 6M | -38.5% | +30.3% | -68.7% | -45.9% |
| YTD | +196.2% | +46.0% | +150.3% | +145.0% |
| 1Y | +144.3% | +49.6% | +94.7% | +100.0% |
| 3Y | +158.0% | +166.3% | -8.2% | +68.7% |
| 5Y | +144.4% | +208.4% | -64.0% | +54.1% |
| 10Y | +1,867.4% | +371.2% | +1,496.2% | +937.1% |
| All | +1,867.4% | +368.6% | +1,498.8% | +937.1% |
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