+132.2%
AEHR vs USFD
+159.2%
-27.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.1% | +9.0% |
| 7D | -2.4% | +3.0% | -5.4% | -3.1% |
| 30D | -40.1% | +11.1% | -51.1% | -42.0% |
| 3M | -46.3% | -0.3% | -46.0% | -46.3% |
| 6M | -44.6% | +15.9% | -60.5% | -48.8% |
| YTD | +165.3% | +41.6% | +123.7% | +108.0% |
| 1Y | +126.1% | +49.4% | +76.7% | +70.1% |
| 3Y | +132.2% | +157.8% | -25.6% | +6.1% |
| All | +132.2% | +159.2% | -27.0% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling