+127.0%
AEHR vs VMC
+42.8%
+84.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.1% |
| 7D | +6.4% | -1.3% | +7.6% | +8.0% |
| 30D | -20.3% | +15.5% | -35.8% | -33.1% |
| 3M | -53.8% | +0.6% | -54.4% | -55.1% |
| 6M | -44.8% | +2.1% | -46.9% | -49.5% |
| YTD | +182.2% | -1.6% | +183.8% | +170.3% |
| 1Y | +174.7% | -1.2% | +175.9% | +162.5% |
| 3Y | +143.5% | +35.3% | +108.2% | +49.3% |
| All | +127.0% | +42.8% | +84.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling