+593.1%
MA vs AEHR
+1,768.2%
-1,175.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +1.6% |
| 7D | +1.3% | +6.4% | -5.1% | +1.0% |
| 30D | +9.6% | -20.3% | +29.9% | +10.1% |
| 3M | +16.8% | -53.8% | +70.6% | +19.5% |
| 6M | +35.2% | -44.8% | +80.0% | +35.3% |
| YTD | +16.6% | +182.2% | -165.7% | +4.9% |
| 1Y | +19.8% | +174.7% | -155.0% | +7.9% |
| 3Y | +70.7% | +143.5% | -72.8% | +47.0% |
| 5Y | +87.4% | +129.9% | -42.4% | +52.5% |
| All | +593.1% | +1,768.2% | -1,175.1% | +355.1% |
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