+524.1%
FAST vs AEHR
+3,898.3%
-3,374.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.4% | -1.4% |
| 7D | +1.8% | +19.1% | -17.3% | +1.0% |
| 30D | -6.4% | -10.0% | +3.6% | -6.3% |
| 3M | +5.3% | +1.3% | +4.0% | +4.0% |
| 6M | +5.4% | +133.8% | -128.4% | -0.8% |
| YTD | +23.6% | +373.3% | -349.7% | +11.8% |
| 1Y | +4.1% | +256.2% | -252.1% | -5.1% |
| 3Y | +92.4% | +93.2% | -0.9% | +72.8% |
| 5Y | +106.1% | +793.1% | -687.0% | +70.0% |
| 10Y | +524.1% | +3,753.2% | -3,229.1% | +373.5% |
| All | +524.1% | +3,898.3% | -3,374.2% | +373.5% |
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