-28.9%
FICO vs AEHR
+136.3%
-165.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.0% | +0.2% |
| 7D | +2.2% | +6.4% | -4.1% | +2.5% |
| 30D | +0.1% | -20.3% | +20.4% | -0.2% |
| 3M | -35.2% | -53.8% | +18.6% | -35.9% |
| 6M | -32.4% | -44.8% | +12.5% | -32.5% |
| YTD | -57.4% | +182.2% | -239.6% | -60.2% |
| 1Y | -58.5% | +174.7% | -233.3% | -61.3% |
| 3Y | -28.9% | +143.5% | -172.4% | -38.6% |
| All | -28.9% | +136.3% | -165.2% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling