+590.9%
JPM vs AEHR
+3,845.4%
-3,254.6%
-43.6%
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 | -0.7% | +9.8% | -10.4% | -1.2% |
| 30D | -2.5% | -26.7% | +24.3% | -1.1% |
| 3M | +14.1% | -8.1% | +22.2% | +13.0% |
| 6M | +25.1% | +123.1% | -98.0% | +16.3% |
| YTD | +12.1% | +369.0% | -356.9% | -0.9% |
| 1Y | +18.8% | +256.4% | -237.6% | +6.0% |
| 3Y | +163.4% | +96.4% | +67.0% | +131.7% |
| 5Y | +156.5% | +836.6% | -680.1% | +98.6% |
| All | +590.9% | +3,845.4% | -3,254.6% | +360.0% |
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