+3,875.0%
AEHR vs Z
-6.2%
+3,881.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -0.9% |
| 7D | +23.0% | -11.6% | +34.6% | +27.7% |
| 30D | -19.9% | -8.5% | -11.5% | -18.8% |
| 3M | +0.5% | -7.9% | +8.4% | +0.4% |
| 6M | +123.6% | -29.1% | +152.6% | +144.9% |
| YTD | +364.6% | -54.2% | +418.8% | +479.4% |
| 1Y | +255.3% | -63.5% | +318.9% | +377.9% |
| 3Y | +89.7% | -38.6% | +128.3% | +110.6% |
| 5Y | +827.9% | -66.0% | +893.9% | +1,009.2% |
| All | +3,875.0% | -6.2% | +3,881.2% | +4,496.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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