+153.1%
MAR vs AEHR
+775.9%
-622.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -2.1% | +23.0% | -25.1% | -3.8% |
| 30D | -5.7% | -19.9% | +14.3% | -4.4% |
| 3M | -14.6% | +0.5% | -15.2% | -16.7% |
| 6M | +1.3% | +123.6% | -122.2% | -10.2% |
| YTD | +6.7% | +364.6% | -357.9% | -13.3% |
| 1Y | +26.4% | +255.3% | -228.9% | +4.1% |
| 3Y | +64.7% | +89.7% | -25.0% | +34.1% |
| 5Y | +153.1% | +827.9% | -674.8% | +56.3% |
| All | +153.1% | +775.9% | -622.9% | +56.3% |
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