-38.0%
DOCS vs AEHR
+2,209.3%
-2,247.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.6% | -10.5% | +0.2% |
| 7D | 0.0% | +16.2% | -16.2% | -1.7% |
| 30D | +7.8% | -29.3% | +37.1% | +9.9% |
| 3M | +20.0% | -42.0% | +61.9% | +22.9% |
| 6M | +26.5% | -38.5% | +65.0% | +24.9% |
| YTD | -25.8% | +196.2% | -222.0% | -40.8% |
| 1Y | -39.5% | +144.3% | -183.8% | -50.7% |
| 3Y | +60.3% | +158.0% | -97.7% | +17.1% |
| 5Y | -57.0% | +144.4% | -201.5% | -73.3% |
| All | -38.0% | +2,209.3% | -2,247.2% | -63.2% |
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