-100.0%
DFNS vs AEHR
+2,626.3%
-2,726.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.7% | +1.2% | -4.9% |
| 7D | -6.0% | +6.4% | -12.3% | -6.3% |
| 30D | -71.2% | -20.3% | -50.9% | -70.6% |
| 3M | -94.5% | -53.8% | -40.7% | -94.2% |
| 6M | -96.5% | -44.8% | -51.7% | -96.4% |
| YTD | -99.6% | +182.2% | -281.8% | -99.6% |
| 1Y | -99.7% | +174.7% | -274.4% | -99.7% |
| 3Y | -100.0% | +143.5% | -243.5% | -100.0% |
| 5Y | -100.0% | +129.9% | -229.8% | -100.0% |
| All | -100.0% | +2,626.3% | -2,726.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling