+4,814.7%
AEHR vs USFD
+339.9%
+4,474.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.1% | +9.0% |
| 7D | -2.4% | +3.0% | -5.4% | -3.9% |
| 30D | -40.1% | +11.1% | -51.1% | -42.8% |
| 3M | -46.3% | -0.3% | -46.0% | -46.8% |
| 6M | -44.6% | +15.9% | -60.5% | -49.1% |
| YTD | +165.3% | +41.6% | +123.7% | +122.0% |
| 1Y | +126.1% | +49.4% | +76.7% | +85.2% |
| 3Y | +132.2% | +157.8% | -25.6% | +54.2% |
| 5Y | +108.3% | +176.6% | -68.4% | +35.8% |
| 10Y | +1,538.2% | +375.4% | +1,162.9% | +762.6% |
| All | +4,814.7% | +339.9% | +4,474.8% | +2,717.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling