+273.7%
IR vs AEHR
+2,018.3%
-1,744.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -4.5% | +9.8% | -14.3% | -5.3% |
| 30D | -13.9% | -26.7% | +12.8% | -12.1% |
| 3M | -0.3% | -8.1% | +7.7% | -1.8% |
| 6M | -14.3% | +123.1% | -137.4% | -23.1% |
| YTD | -7.9% | +369.0% | -376.9% | -23.4% |
| 1Y | -9.9% | +256.4% | -266.3% | -23.9% |
| 3Y | +6.5% | +96.4% | -89.8% | -12.0% |
| 5Y | +34.0% | +836.6% | -802.6% | -5.2% |
| All | +273.7% | +2,018.3% | -1,744.6% | +123.6% |
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