+3.6%
IEF vs AEHR
+3,845.4%
-3,841.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.3% | +9.8% | -11.1% | -1.4% |
| 30D | -1.7% | -26.7% | +25.0% | -1.7% |
| 3M | -2.5% | -8.1% | +5.6% | -2.6% |
| 6M | -3.3% | +123.1% | -126.3% | -3.3% |
| YTD | -2.8% | +369.0% | -371.8% | -2.9% |
| 1Y | -2.7% | +256.4% | -259.1% | -2.8% |
| 3Y | +8.9% | +96.4% | -87.5% | +8.7% |
| 5Y | -9.4% | +836.6% | -846.0% | -9.3% |
| All | +3.6% | +3,845.4% | -3,841.8% | +4.0% |
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