+537.0%
MS vs AEHR
+1,901.3%
-1,364.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | -0.2% |
| 7D | +3.7% | +24.2% | -20.5% | +1.8% |
| 30D | +2.0% | -21.2% | +23.2% | +3.2% |
| 3M | -12.6% | -52.8% | +40.2% | -8.4% |
| 6M | -0.3% | -36.9% | +36.6% | 0.0% |
| YTD | +9.0% | +202.3% | -193.4% | -5.7% |
| 1Y | +13.9% | +162.9% | -149.0% | -0.5% |
| 3Y | +173.6% | +149.1% | +24.5% | +125.3% |
| 5Y | +122.0% | +146.2% | -24.3% | +71.9% |
| All | +537.0% | +1,901.3% | -1,364.3% | +292.2% |
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