+10.5%
MCD vs AEHR
+114.5%
-104.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.5% | -0.4% |
| 7D | +7.1% | -2.4% | +9.5% | +7.2% |
| 30D | +19.8% | -40.1% | +59.8% | +19.2% |
| 3M | +0.8% | -46.3% | +47.1% | +0.3% |
| 6M | -1.3% | -44.6% | +43.3% | -1.5% |
| YTD | -7.8% | +165.3% | -173.1% | -8.2% |
| 1Y | -5.0% | +126.1% | -131.1% | -5.4% |
| 3Y | +10.5% | +132.2% | -121.7% | +8.5% |
| All | +10.5% | +114.5% | -104.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling