+84.4%
FICO vs AEHR
+126.8%
-42.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.0% | +0.6% |
| 7D | +2.2% | +6.4% | -4.1% | +2.0% |
| 30D | +0.1% | -20.3% | +20.4% | +0.4% |
| 3M | -35.2% | -53.8% | +18.6% | -34.0% |
| 6M | -32.4% | -44.8% | +12.5% | -32.7% |
| YTD | -57.4% | +182.2% | -239.6% | -63.9% |
| 1Y | -58.5% | +174.7% | -233.3% | -64.8% |
| 3Y | -28.9% | +143.5% | -172.4% | -43.9% |
| All | +84.4% | +126.8% | -42.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling