+3,912.3%
AEHR vs VYM
+209.2%
+3,703.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | 0.0% |
| 7D | +9.8% | -0.8% | +10.6% | +11.0% |
| 30D | -26.7% | -2.2% | -24.5% | -24.4% |
| 3M | -8.1% | +3.1% | -11.2% | -11.9% |
| 6M | +123.1% | +9.7% | +113.3% | +101.4% |
| YTD | +369.0% | +14.9% | +354.1% | +303.7% |
| 1Y | +256.4% | +17.6% | +238.8% | +201.6% |
| 3Y | +96.4% | +65.3% | +31.1% | +16.4% |
| 5Y | +836.6% | +78.7% | +757.9% | +445.8% |
| All | +3,912.3% | +209.2% | +3,703.1% | +1,352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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