-99.9%
DFNS vs AEHR
+4,430.6%
-4,530.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.6% |
| 7D | -6.3% | +9.8% | -16.1% | -7.0% |
| 30D | -74.0% | -26.7% | -47.2% | -73.3% |
| 3M | -70.1% | -8.1% | -62.1% | -70.3% |
| 6M | -93.9% | +123.1% | -217.0% | -94.1% |
| YTD | -98.1% | +369.0% | -467.1% | -98.2% |
| 1Y | -98.3% | +256.4% | -354.7% | -98.4% |
| 3Y | -99.9% | +96.4% | -196.3% | -99.9% |
| 5Y | -99.9% | +836.6% | -936.5% | -99.9% |
| All | -99.9% | +4,430.6% | -4,530.5% | -99.9% |
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