+433.8%
MAR vs AEHR
+3,845.4%
-3,411.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | -0.5% | +9.8% | -10.3% | -1.3% |
| 30D | -5.4% | -26.7% | +21.3% | -3.6% |
| 3M | -15.5% | -8.1% | -7.4% | -16.8% |
| 6M | +3.0% | +123.1% | -120.1% | -7.5% |
| YTD | +8.5% | +369.0% | -360.5% | -9.7% |
| 1Y | +26.0% | +256.4% | -230.4% | +6.2% |
| 3Y | +68.6% | +96.4% | -27.8% | +39.5% |
| 5Y | +157.4% | +836.6% | -679.2% | +73.6% |
| All | +433.8% | +3,845.4% | -3,411.6% | +183.6% |
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