+179.3%
IJH vs AEHR
+3,845.4%
-3,666.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | -1.9% | +9.8% | -11.6% | -2.5% |
| 30D | -4.6% | -26.7% | +22.1% | -2.8% |
| 3M | -1.2% | -8.1% | +6.9% | -2.3% |
| 6M | +9.4% | +123.1% | -113.7% | -0.2% |
| YTD | +13.3% | +369.0% | -355.7% | -3.2% |
| 1Y | +13.4% | +256.4% | -243.0% | -1.9% |
| 3Y | +50.4% | +96.4% | -45.9% | +27.7% |
| 5Y | +49.0% | +836.6% | -787.6% | +8.7% |
| All | +179.3% | +3,845.4% | -3,666.1% | +72.6% |
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