+4,366.5%
AEHR vs ZCMD
-100.0%
+4,466.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.2% |
| 7D | +9.8% | -5.4% | +15.2% | +10.0% |
| 30D | -26.7% | -24.8% | -1.9% | -26.1% |
| 3M | -8.1% | -62.8% | +54.7% | -10.0% |
| 6M | +123.1% | -99.5% | +222.6% | +158.4% |
| YTD | +369.0% | -99.8% | +468.8% | +461.4% |
| 1Y | +256.4% | -99.9% | +356.3% | +344.9% |
| 3Y | +96.4% | -100.0% | +196.4% | +177.0% |
| 5Y | +836.6% | -100.0% | +936.6% | +1,235.1% |
| All | +4,366.5% | -100.0% | +4,466.5% | +7,177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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