+3,912.3%
AEHR vs VSH
+196.4%
+3,715.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -3.9% |
| 7D | +9.8% | +4.8% | +5.0% | +5.6% |
| 30D | -26.7% | -0.7% | -26.0% | -25.2% |
| 3M | -8.1% | -43.1% | +35.0% | +45.3% |
| 6M | +123.1% | +91.8% | +31.3% | +49.6% |
| YTD | +369.0% | +131.6% | +237.4% | +181.6% |
| 1Y | +256.4% | +118.1% | +138.3% | +126.9% |
| 3Y | +96.4% | +40.9% | +55.5% | +62.1% |
| 5Y | +836.6% | +75.8% | +760.8% | +612.5% |
| All | +3,912.3% | +196.4% | +3,715.9% | +2,356.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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