-99.9%
DFNS vs AEHR
+4,027.3%
-4,127.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.1% | -12.5% | -0.4% |
| 7D | -16.0% | +6.7% | -22.7% | -16.5% |
| 30D | -77.7% | -12.7% | -65.0% | -77.4% |
| 3M | -77.2% | -26.0% | -51.2% | -77.1% |
| 6M | -95.2% | +102.2% | -197.4% | -95.3% |
| YTD | -98.0% | +327.2% | -425.2% | -98.1% |
| 1Y | -98.3% | +228.1% | -326.4% | -98.3% |
| 3Y | -99.9% | +67.0% | -166.9% | -99.9% |
| 5Y | -99.9% | +928.1% | -1,028.0% | -99.9% |
| All | -99.9% | +4,027.3% | -4,127.1% | -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 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