+129.6%
IEF vs AEHR
+2,066.8%
-1,937.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.3% | -0.1% |
| 7D | +0.1% | +18.5% | -18.5% | +0.1% |
| 30D | -0.7% | -11.9% | +11.2% | -0.8% |
| 3M | -0.4% | -5.0% | +4.6% | -0.4% |
| 6M | -2.5% | +155.0% | -157.4% | -1.9% |
| YTD | -1.6% | +349.7% | -351.3% | -0.7% |
| 1Y | -1.3% | +260.4% | -261.7% | -0.5% |
| 3Y | +10.1% | +83.6% | -73.5% | +11.0% |
| 5Y | -8.3% | +917.8% | -926.1% | -6.2% |
| 10Y | +4.5% | +3,517.1% | -3,512.7% | +9.0% |
| All | +129.6% | +2,066.8% | -1,937.2% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling