+256.4%
AEHR vs USFR
+4.1%
+252.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +6.8% |
| 7D | +9.8% | +0.1% | +9.6% | +21.3% |
| 30D | -26.7% | +0.4% | -27.1% | -3.0% |
| 3M | -8.1% | +1.0% | -9.1% | +104.3% |
| 6M | +123.1% | +2.0% | +121.1% | +684.2% |
| YTD | +369.0% | +2.8% | +366.2% | +1,510.6% |
| 1Y | +256.4% | +4.1% | +252.3% | +986.9% |
| All | +256.4% | +4.1% | +252.3% | +986.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling