+1,969.2%
AEHR vs USFD
+359.1%
+1,610.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.4% | -5.8% | -6.7% |
| 7D | +24.2% | +1.3% | +22.9% | +23.7% |
| 30D | -21.2% | +10.6% | -31.8% | -24.7% |
| 3M | -52.8% | -2.4% | -50.3% | -52.8% |
| 6M | -36.9% | +28.9% | -65.8% | -44.3% |
| YTD | +202.3% | +43.7% | +158.6% | +151.5% |
| 1Y | +162.9% | +48.5% | +114.4% | +115.8% |
| 3Y | +149.1% | +154.7% | -5.6% | +65.7% |
| 5Y | +146.2% | +218.4% | -72.2% | +54.6% |
| All | +1,969.2% | +359.1% | +1,610.1% | +1,043.4% |
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