+3,620.9%
AEHR vs USFR
+27.6%
+3,593.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.2% | +5.2% |
| 7D | +18.5% | +0.1% | +18.5% | +18.5% |
| 30D | -11.9% | +0.3% | -12.2% | -12.2% |
| 3M | -5.0% | +1.0% | -6.0% | -5.9% |
| 6M | +155.0% | +1.9% | +153.0% | +150.2% |
| YTD | +349.7% | +2.7% | +347.0% | +337.9% |
| 1Y | +260.4% | +4.0% | +256.4% | +246.0% |
| 3Y | +83.6% | +14.0% | +69.6% | +57.9% |
| 5Y | +917.8% | +20.4% | +897.4% | +709.5% |
| 10Y | +3,517.1% | +28.1% | +3,489.1% | +2,566.1% |
| All | +3,620.9% | +27.6% | +3,593.3% | +2,548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling