+264.6%
MP vs AEHR
+2,863.7%
-2,599.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.2% | -8.2% | +0.6% |
| 7D | -3.6% | -8.5% | +4.9% | -2.2% |
| 30D | -21.0% | -29.6% | +8.6% | -16.3% |
| 3M | -33.3% | -43.9% | +10.6% | -27.3% |
| 6M | -45.9% | -38.7% | -7.2% | -44.2% |
| YTD | -27.8% | +195.0% | -222.9% | -47.7% |
| 1Y | -43.2% | +142.3% | -185.4% | -57.4% |
| 3Y | +144.0% | +143.1% | +0.9% | +61.6% |
| 5Y | -6.1% | +162.7% | -168.8% | -46.4% |
| All | +264.6% | +2,863.7% | -2,599.1% | +31.8% |
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