-40.7%
FIS vs AEHR
+3,808.7%
-3,849.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.2% |
| 7D | -8.9% | +23.0% | -31.9% | -9.5% |
| 30D | -9.9% | -19.9% | +10.0% | -9.5% |
| 3M | 0.0% | +0.5% | -0.6% | -1.0% |
| 6M | -22.9% | +123.6% | -146.5% | -26.7% |
| YTD | -40.9% | +364.6% | -405.5% | -45.9% |
| 1Y | -40.4% | +255.3% | -295.8% | -45.2% |
| 3Y | -25.4% | +89.7% | -115.1% | -31.8% |
| 5Y | -64.8% | +827.9% | -892.7% | -71.2% |
| All | -40.7% | +3,808.7% | -3,849.4% | -58.8% |
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 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