+2.0%
FISV vs AEHR
+3,845.4%
-3,843.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.4% |
| 7D | -2.7% | +9.8% | -12.5% | -2.9% |
| 30D | 0.0% | -26.7% | +26.8% | +0.7% |
| 3M | -2.8% | -8.1% | +5.3% | -3.4% |
| 6M | -11.8% | +123.1% | -134.9% | -15.9% |
| YTD | -23.2% | +369.0% | -392.2% | -29.2% |
| 1Y | -62.0% | +256.4% | -318.4% | -64.8% |
| 3Y | -57.6% | +96.4% | -154.0% | -61.0% |
| 5Y | -53.4% | +836.6% | -890.0% | -61.5% |
| All | +2.0% | +3,845.4% | -3,843.4% | -27.2% |
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