+3,912.3%
AEHR vs VNQ
+64.0%
+3,848.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.3% |
| 7D | +9.8% | -1.3% | +11.0% | +10.9% |
| 30D | -26.7% | -2.6% | -24.1% | -25.3% |
| 3M | -8.1% | -2.0% | -6.1% | -8.4% |
| 6M | +123.1% | +4.3% | +118.7% | +112.0% |
| YTD | +369.0% | +9.2% | +359.8% | +327.9% |
| 1Y | +256.4% | +5.6% | +250.8% | +236.0% |
| 3Y | +96.4% | +30.8% | +65.5% | +57.8% |
| 5Y | +836.6% | +8.0% | +828.6% | +787.0% |
| All | +3,912.3% | +64.0% | +3,848.3% | +2,887.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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