+50.4%
IEFA vs AEHR
+817.5%
-767.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -1.6% | +9.8% | -11.3% | -2.2% |
| 30D | -1.5% | -26.7% | +25.2% | +0.2% |
| 3M | +3.4% | -8.1% | +11.5% | +2.3% |
| 6M | +9.5% | +123.1% | -113.6% | +0.8% |
| YTD | +13.0% | +369.0% | -356.0% | -1.8% |
| 1Y | +18.0% | +256.4% | -238.4% | +3.5% |
| 3Y | +65.4% | +96.4% | -31.0% | +43.5% |
| All | +50.4% | +817.5% | -767.1% | +11.0% |
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 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