+154.6%
JPM vs AEHR
+775.9%
-621.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -2.3% | +23.0% | -25.3% | -3.7% |
| 30D | -2.3% | -19.9% | +17.6% | -1.3% |
| 3M | +14.9% | +0.5% | +14.4% | +12.9% |
| 6M | +23.6% | +123.6% | -99.9% | +13.4% |
| YTD | +11.3% | +364.6% | -353.4% | -3.9% |
| 1Y | +19.9% | +255.3% | -235.4% | +4.6% |
| 3Y | +162.6% | +89.7% | +72.9% | +126.6% |
| 5Y | +154.6% | +827.9% | -673.3% | +84.3% |
| All | +154.6% | +775.9% | -621.3% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling