+3,912.3%
AEHR vs VIVK
-100.0%
+4,012.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +1.0% |
| 7D | +9.8% | -4.4% | +14.1% | +9.8% |
| 30D | -26.7% | -40.8% | +14.1% | -26.4% |
| 3M | -8.1% | -94.1% | +86.0% | -6.7% |
| 6M | +123.1% | -98.2% | +221.3% | +127.4% |
| YTD | +369.0% | -98.0% | +467.0% | +371.8% |
| 1Y | +256.4% | -100.0% | +356.3% | +274.0% |
| 3Y | +96.4% | -100.0% | +196.4% | +104.2% |
| 5Y | +836.6% | -100.0% | +936.6% | +874.1% |
| All | +3,912.3% | -100.0% | +4,012.3% | +3,688.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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