+7,813.8%
AEHR vs USFD
+329.0%
+7,484.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.4% | +13.5% | +13.2% |
| 7D | +6.7% | -3.0% | +9.8% | +7.9% |
| 30D | -12.7% | +3.5% | -16.2% | -13.8% |
| 3M | -26.0% | +26.6% | -52.6% | -33.6% |
| 6M | +102.2% | +11.7% | +90.5% | +91.3% |
| YTD | +327.2% | +38.1% | +289.1% | +264.7% |
| 1Y | +228.1% | +33.4% | +194.7% | +183.7% |
| 3Y | +67.0% | +155.8% | -88.8% | +12.2% |
| 5Y | +928.1% | +214.0% | +714.1% | +561.4% |
| 10Y | +3,269.5% | +320.4% | +2,949.2% | +1,729.6% |
| All | +7,813.8% | +329.0% | +7,484.7% | +4,528.5% |
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