+515.5%
AEHR vs VMC
+1,279.6%
-764.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.9% |
| 7D | +18.5% | -0.5% | +19.1% | +18.8% |
| 30D | -11.9% | -9.1% | -2.8% | -8.6% |
| 3M | -5.0% | -4.1% | -0.9% | -4.4% |
| 6M | +155.0% | -5.5% | +160.5% | +160.3% |
| YTD | +349.7% | -8.9% | +358.6% | +366.1% |
| 1Y | +260.4% | -12.9% | +273.4% | +280.8% |
| 3Y | +83.6% | +22.1% | +61.5% | +72.8% |
| 5Y | +917.8% | +52.7% | +865.1% | +814.0% |
| 10Y | +3,517.1% | +152.7% | +3,364.4% | +2,528.0% |
| All | +515.5% | +1,279.6% | -764.0% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling