+387.6%
EFA vs AEHR
+2,071.8%
-1,684.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.4% |
| 7D | -0.5% | +19.1% | -19.6% | -1.3% |
| 30D | -1.3% | -10.0% | +8.7% | -1.2% |
| 3M | +5.2% | +1.3% | +3.9% | +3.9% |
| 6M | +9.4% | +133.8% | -124.4% | +3.0% |
| YTD | +12.7% | +373.3% | -360.6% | +2.1% |
| 1Y | +19.3% | +256.2% | -236.9% | +8.9% |
| 3Y | +66.3% | +93.2% | -26.9% | +50.3% |
| 5Y | +53.4% | +793.1% | -739.7% | +24.9% |
| 10Y | +144.4% | +3,753.2% | -3,608.8% | +73.9% |
| All | +387.6% | +2,071.8% | -1,684.3% | +188.9% |
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