+3,912.3%
AEHR vs VICR
+1,679.8%
+2,232.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.2% | -3.4% |
| 7D | +9.8% | +5.0% | +4.8% | +7.3% |
| 30D | -26.7% | -12.5% | -14.3% | -22.4% |
| 3M | -8.1% | -33.6% | +25.5% | +8.8% |
| 6M | +123.1% | +10.7% | +112.4% | +124.2% |
| YTD | +369.0% | +80.6% | +288.4% | +310.4% |
| 1Y | +256.4% | +288.4% | -32.0% | +140.0% |
| 3Y | +96.4% | +213.8% | -117.4% | +31.8% |
| 5Y | +836.6% | +58.8% | +777.7% | +571.4% |
| All | +3,912.3% | +1,679.8% | +2,232.5% | +2,185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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