-0.8%
GFS vs AEHR
+371.2%
-372.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.3% | +0.6% |
| 7D | +4.5% | +19.1% | -14.6% | -0.2% |
| 30D | -8.2% | -10.0% | +1.8% | -6.8% |
| 3M | -38.9% | +1.3% | -40.2% | -41.5% |
| 6M | -2.9% | +133.8% | -136.6% | -25.2% |
| YTD | +31.8% | +373.3% | -341.5% | -15.5% |
| 1Y | +43.1% | +256.2% | -213.0% | -4.7% |
| 3Y | -20.6% | +93.2% | -113.9% | -48.2% |
| All | -0.8% | +371.2% | -372.0% | -58.4% |
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