+140.8%
IEMG vs AEHR
+3,845.4%
-3,704.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | -1.3% | +9.8% | -11.1% | -1.9% |
| 30D | +1.9% | -26.7% | +28.6% | +3.7% |
| 3M | +1.4% | -8.1% | +9.5% | +0.6% |
| 6M | +15.2% | +123.1% | -107.9% | +7.0% |
| YTD | +23.8% | +369.0% | -345.2% | +9.3% |
| 1Y | +30.7% | +256.4% | -225.7% | +16.5% |
| 3Y | +83.3% | +96.4% | -13.1% | +61.1% |
| 5Y | +48.8% | +836.6% | -787.8% | +14.7% |
| All | +140.8% | +3,845.4% | -3,704.6% | +58.9% |
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