+94.5%
AEHR vs USFR
+14.1%
+80.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.2% |
| 7D | +23.0% | +0.1% | +22.9% | +25.8% |
| 30D | -19.9% | +0.3% | -20.3% | -12.0% |
| 3M | +0.5% | +1.0% | -0.4% | +32.7% |
| 6M | +123.6% | +1.9% | +121.6% | +268.0% |
| YTD | +364.6% | +2.7% | +362.0% | +774.9% |
| 1Y | +255.3% | +4.0% | +251.3% | +750.4% |
| All | +94.5% | +14.1% | +80.5% | +1,756.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling