+547.9%
AEHR vs VICR
+753.8%
-205.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.9% | +10.1% | +6.4% |
| 7D | +19.1% | +1.3% | +17.8% | +18.8% |
| 30D | -10.0% | -11.9% | +1.9% | -6.6% |
| 3M | +1.3% | -35.1% | +36.5% | +13.8% |
| 6M | +133.8% | +8.1% | +125.6% | +138.2% |
| YTD | +373.3% | +67.8% | +305.5% | +345.8% |
| 1Y | +256.2% | +267.3% | -11.1% | +182.4% |
| 3Y | +93.2% | +191.2% | -98.0% | +55.1% |
| 5Y | +793.1% | +48.1% | +745.0% | +670.2% |
| 10Y | +3,753.2% | +1,546.1% | +2,207.1% | +2,055.0% |
| All | +547.9% | +753.8% | -205.9% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling