+3,323.0%
AEHR vs VT
+222.7%
+3,100.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | 0.0% | +13.1% | +13.1% |
| 7D | +6.7% | +0.4% | +6.3% | +5.8% |
| 30D | -12.7% | +1.0% | -13.6% | -14.1% |
| 3M | -26.0% | +2.4% | -28.4% | -26.1% |
| 6M | +102.2% | +12.0% | +90.2% | +80.8% |
| YTD | +327.2% | +15.3% | +311.9% | +270.2% |
| 1Y | +228.1% | +22.6% | +205.5% | +163.2% |
| 3Y | +67.0% | +74.7% | -7.6% | -15.0% |
| 5Y | +928.1% | +66.1% | +862.0% | +500.5% |
| All | +3,323.0% | +222.7% | +3,100.3% | +933.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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