+3,912.3%
AEHR vs VCLT
+17.1%
+3,895.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.8% | -1.4% | +11.1% | +11.3% |
| 30D | -26.7% | -1.2% | -25.6% | -26.1% |
| 3M | -8.1% | -4.8% | -3.3% | -3.4% |
| 6M | +123.1% | -2.6% | +125.6% | +131.9% |
| YTD | +369.0% | -3.3% | +372.3% | +390.7% |
| 1Y | +256.4% | -4.8% | +261.2% | +278.5% |
| 3Y | +96.4% | +11.5% | +84.9% | +84.2% |
| 5Y | +836.6% | -17.0% | +853.6% | +955.7% |
| All | +3,912.3% | +17.1% | +3,895.2% | +3,689.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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