+20.4%
MCD vs AEHR
+889.0%
-868.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.2% | 0.0% |
| 7D | -2.0% | +18.5% | -20.6% | -2.1% |
| 30D | -6.1% | -11.9% | +5.8% | -6.1% |
| 3M | -7.3% | -5.0% | -2.2% | -7.4% |
| 6M | -20.9% | +155.0% | -175.9% | -22.5% |
| YTD | -14.7% | +349.7% | -364.3% | -17.4% |
| 1Y | -16.1% | +260.4% | -276.5% | -18.7% |
| 3Y | -1.5% | +83.6% | -85.1% | -4.1% |
| 5Y | +20.4% | +917.8% | -897.4% | +6.9% |
| All | +20.4% | +889.0% | -868.6% | +6.9% |
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 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