+286.3%
AEHR vs VFC
+329.7%
-43.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.9% | -7.9% |
| 7D | +6.4% | +1.6% | +4.7% | +5.7% |
| 30D | -20.3% | +25.5% | -45.8% | -27.0% |
| 3M | -53.8% | +41.3% | -95.1% | -59.7% |
| 6M | -44.8% | +22.2% | -67.0% | -49.8% |
| YTD | +182.2% | +16.4% | +165.8% | +163.8% |
| 1Y | +174.7% | +38.4% | +136.3% | +141.2% |
| 3Y | +143.5% | +56.2% | +87.3% | +95.4% |
| 5Y | +129.9% | -68.2% | +198.0% | +191.6% |
| 10Y | +1,786.8% | -48.4% | +1,835.1% | +1,948.1% |
| All | +286.3% | +329.7% | -43.4% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling