+3,912.3%
AEHR vs VRSK
+126.1%
+3,786.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +9.8% | -5.2% | +14.9% | +11.0% |
| 30D | -26.7% | -2.3% | -24.4% | -26.9% |
| 3M | -8.1% | -2.9% | -5.2% | -10.9% |
| 6M | +123.1% | -12.8% | +135.9% | +122.9% |
| YTD | +369.0% | -20.8% | +389.8% | +385.2% |
| 1Y | +256.4% | -33.2% | +289.6% | +297.5% |
| 3Y | +96.4% | -26.6% | +122.9% | +95.7% |
| 5Y | +836.6% | -11.3% | +847.9% | +730.8% |
| All | +3,912.3% | +126.1% | +3,786.2% | +2,098.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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