+1,831.5%
AEHR vs VFC
-48.6%
+1,880.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.9% | -8.2% |
| 7D | +6.4% | +1.6% | +4.7% | +5.6% |
| 30D | -20.3% | +25.5% | -45.8% | -28.9% |
| 3M | -53.8% | +41.3% | -95.1% | -61.4% |
| 6M | -44.8% | +22.2% | -67.0% | -51.3% |
| YTD | +182.2% | +16.4% | +165.8% | +157.0% |
| 1Y | +174.7% | +38.4% | +136.3% | +130.2% |
| 3Y | +143.5% | +56.2% | +87.3% | +75.9% |
| 5Y | +129.9% | -68.2% | +198.0% | +232.2% |
| All | +1,831.5% | -48.6% | +1,880.2% | +1,946.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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