+3,912.3%
AEHR vs USFR
+28.1%
+3,884.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +1.0% |
| 7D | +9.8% | +0.1% | +9.6% | +9.8% |
| 30D | -26.7% | +0.4% | -27.1% | -26.6% |
| 3M | -8.1% | +1.0% | -9.1% | -7.8% |
| 6M | +123.1% | +2.0% | +121.1% | +123.7% |
| YTD | +369.0% | +2.8% | +366.2% | +368.9% |
| 1Y | +256.4% | +4.1% | +252.3% | +254.5% |
| 3Y | +96.4% | +14.1% | +82.2% | +79.5% |
| 5Y | +836.6% | +20.6% | +816.0% | +660.8% |
| All | +3,912.3% | +28.1% | +3,884.2% | +2,890.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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