+140.7%
F vs AEHR
+305.5%
-164.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.6% | -11.0% | -0.1% |
| 7D | -0.6% | +16.2% | -16.8% | -2.1% |
| 30D | +2.9% | -29.3% | +32.2% | +4.5% |
| 3M | -9.5% | -42.0% | +32.5% | -7.5% |
| 6M | +4.0% | -38.5% | +42.5% | +4.0% |
| YTD | -1.3% | +196.2% | -197.5% | -13.2% |
| 1Y | -1.9% | +144.3% | -146.3% | -12.7% |
| 3Y | +53.5% | +158.0% | -104.5% | +28.8% |
| 5Y | -15.1% | +144.4% | -159.6% | -32.0% |
| 10Y | +81.0% | +1,867.4% | -1,786.5% | +16.0% |
| All | +140.7% | +305.5% | -164.8% | +24.6% |
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