+793.1%
AEHR vs VFC
-78.7%
+871.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.4% |
| 7D | +19.1% | -2.3% | +21.4% | +20.6% |
| 30D | -10.0% | -13.4% | +3.3% | -3.2% |
| 3M | +1.3% | -23.7% | +25.0% | +15.1% |
| 6M | +133.8% | -24.5% | +158.2% | +169.8% |
| YTD | +373.3% | -27.8% | +401.1% | +455.7% |
| 1Y | +256.2% | -13.5% | +269.6% | +277.3% |
| 3Y | +93.2% | -27.1% | +120.4% | +95.9% |
| 5Y | +793.1% | -79.0% | +872.1% | +2,838.5% |
| All | +793.1% | -78.7% | +871.8% | +2,838.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling