+484.8%
AEHR vs VFC
+177.5%
+307.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.4% | +10.7% | +12.2% |
| 7D | +6.7% | -1.6% | +8.4% | +7.5% |
| 30D | -12.7% | -11.6% | -1.0% | -8.7% |
| 3M | -26.0% | -18.1% | -7.9% | -21.0% |
| 6M | +102.2% | -27.4% | +129.6% | +128.3% |
| YTD | +327.2% | -24.8% | +352.1% | +373.9% |
| 1Y | +228.1% | -8.2% | +236.3% | +236.8% |
| 3Y | +67.0% | -29.1% | +96.2% | +74.1% |
| 5Y | +928.1% | -79.2% | +1,007.3% | +1,441.4% |
| 10Y | +3,269.5% | -68.1% | +3,337.6% | +4,277.5% |
| All | +484.8% | +177.5% | +307.3% | +372.3% |
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 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