+110.9%
MO vs AEHR
+3,845.4%
-3,734.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.3% |
| 7D | +0.1% | +9.8% | -9.6% | +0.2% |
| 30D | +7.1% | -26.7% | +33.9% | +7.1% |
| 3M | -2.0% | -8.1% | +6.1% | -1.9% |
| 6M | +7.3% | +123.1% | -115.8% | +6.8% |
| YTD | +23.5% | +369.0% | -345.5% | +22.2% |
| 1Y | +11.0% | +256.4% | -245.4% | +9.9% |
| 3Y | +95.0% | +96.4% | -1.4% | +93.9% |
| 5Y | +100.6% | +836.6% | -736.0% | +91.8% |
| All | +110.9% | +3,845.4% | -3,734.6% | +87.2% |
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