+628.3%
AGNC vs AEHR
+977.2%
-349.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -4.7% | +9.8% | -14.5% | -5.1% |
| 30D | -5.7% | -26.7% | +21.1% | -4.7% |
| 3M | +1.9% | -8.1% | +10.0% | +1.1% |
| 6M | +1.8% | +123.1% | -121.3% | -3.5% |
| YTD | +3.4% | +369.0% | -365.6% | -5.4% |
| 1Y | +13.6% | +256.4% | -242.8% | +4.5% |
| 3Y | +60.4% | +96.4% | -36.0% | +46.1% |
| 5Y | +27.0% | +836.6% | -809.6% | +6.1% |
| 10Y | +83.1% | +3,718.1% | -3,635.1% | +38.2% |
| All | +628.3% | +977.2% | -349.0% | +479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling