+53.0%
IJR vs AEHR
+88.1%
-35.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.2% | +9.8% | -11.9% | -3.0% |
| 30D | -4.6% | -26.7% | +22.1% | -2.4% |
| 3M | +0.2% | -8.1% | +8.3% | -1.2% |
| 6M | +14.7% | +123.1% | -108.3% | +1.7% |
| YTD | +18.9% | +369.0% | -350.1% | -3.7% |
| 1Y | +19.9% | +256.4% | -236.4% | -1.1% |
| 3Y | +53.0% | +96.4% | -43.3% | +21.5% |
| All | +53.0% | +88.1% | -35.0% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling