+3,912.3%
AEHR vs XME
+421.4%
+3,490.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.8% |
| 7D | +9.8% | -4.2% | +14.0% | +13.8% |
| 30D | -26.7% | -2.7% | -24.0% | -24.9% |
| 3M | -8.1% | -3.9% | -4.2% | -3.1% |
| 6M | +123.1% | -1.0% | +124.0% | +139.2% |
| YTD | +369.0% | +9.8% | +359.2% | +379.7% |
| 1Y | +256.4% | +32.5% | +223.8% | +226.2% |
| 3Y | +96.4% | +124.3% | -28.0% | +32.7% |
| 5Y | +836.6% | +165.8% | +670.8% | +508.4% |
| All | +3,912.3% | +421.4% | +3,490.9% | +2,055.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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