+16.4%
JD vs AEHR
+3,808.7%
-3,792.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -2.6% | +23.0% | -25.6% | -4.4% |
| 30D | -15.4% | -19.9% | +4.6% | -14.2% |
| 3M | -5.0% | +0.5% | -5.6% | -7.5% |
| 6M | +0.9% | +123.6% | -122.7% | -10.5% |
| YTD | -2.5% | +364.6% | -367.1% | -20.6% |
| 1Y | -16.0% | +255.3% | -271.4% | -30.5% |
| 3Y | -8.5% | +89.7% | -98.2% | -25.4% |
| 5Y | -61.8% | +827.9% | -889.7% | -74.9% |
| All | +16.4% | +3,808.7% | -3,792.4% | -37.7% |
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