+351.3%
FERG vs AEHR
+3,845.4%
-3,494.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -2.6% | +9.8% | -12.3% | -3.1% |
| 30D | -8.9% | -26.7% | +17.8% | -7.5% |
| 3M | -2.0% | -8.1% | +6.1% | -3.0% |
| 6M | -3.2% | +123.1% | -126.3% | -10.0% |
| YTD | +1.5% | +369.0% | -367.5% | -10.1% |
| 1Y | +0.5% | +256.4% | -255.9% | -10.1% |
| 3Y | +50.4% | +96.4% | -46.0% | +31.7% |
| 5Y | +68.7% | +836.6% | -767.9% | +36.9% |
| All | +351.3% | +3,845.4% | -3,494.1% | +246.2% |
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