+76.3%
MMM vs AEHR
+1,768.2%
-1,691.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.7% | +5.7% | -0.7% |
| 7D | -0.4% | +6.4% | -6.8% | -0.7% |
| 30D | +12.1% | -20.3% | +32.4% | +12.7% |
| 3M | +1.4% | -53.8% | +55.2% | +4.2% |
| 6M | +26.6% | -44.8% | +71.4% | +27.2% |
| YTD | +16.8% | +182.2% | -165.4% | +6.9% |
| 1Y | +10.1% | +174.7% | -164.6% | +0.8% |
| 3Y | +158.4% | +143.5% | +14.9% | +127.7% |
| 5Y | +43.1% | +129.9% | -86.8% | +22.2% |
| All | +76.3% | +1,768.2% | -1,691.9% | +25.4% |
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