+193.4%
MCD vs AEHR
+1,768.2%
-1,574.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.0% | -0.5% |
| 7D | -1.6% | +6.4% | -8.0% | -1.8% |
| 30D | +14.1% | -20.3% | +34.4% | +14.3% |
| 3M | +0.6% | -53.8% | +54.4% | +1.5% |
| 6M | 0.0% | -44.8% | +44.8% | +0.1% |
| YTD | -9.3% | +182.2% | -191.5% | -13.2% |
| 1Y | -9.3% | +174.7% | -184.0% | -13.2% |
| 3Y | +8.6% | +143.5% | -134.9% | +1.9% |
| 5Y | +21.9% | +129.9% | -108.0% | +11.0% |
| All | +193.4% | +1,768.2% | -1,574.8% | +127.9% |
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