+26.4%
AGNC vs AEHR
+817.5%
-791.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -4.7% | +9.8% | -14.5% | -5.2% |
| 30D | -5.7% | -26.7% | +21.1% | -4.2% |
| 3M | +1.9% | -8.1% | +10.0% | +0.7% |
| 6M | +1.8% | +123.1% | -121.3% | -6.6% |
| YTD | +3.4% | +369.0% | -365.6% | -10.5% |
| 1Y | +13.6% | +256.4% | -242.8% | -0.8% |
| 3Y | +60.4% | +96.4% | -36.0% | +38.8% |
| All | +26.4% | +817.5% | -791.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 5y: compounded portfolio wealth divided by compounded AEHR 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…
5y analysis · Full analysis span regression · 6 months rolling