+3,875.0%
AEHR vs VFC
-70.4%
+3,945.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.1% |
| 7D | +23.0% | -3.3% | +26.3% | +25.0% |
| 30D | -19.9% | -14.0% | -5.9% | -14.0% |
| 3M | +0.5% | -22.6% | +23.1% | +12.3% |
| 6M | +123.6% | -24.7% | +148.3% | +156.0% |
| YTD | +364.6% | -29.0% | +393.6% | +443.9% |
| 1Y | +255.3% | -13.8% | +269.1% | +276.5% |
| 3Y | +89.7% | -28.2% | +118.0% | +94.5% |
| 5Y | +827.9% | -79.0% | +906.9% | +1,558.3% |
| All | +3,875.0% | -70.4% | +3,945.4% | +6,246.3% |
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