+48.9%
MSFT vs AEHR
+89.8%
-40.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.7% | -0.6% |
| 7D | -1.0% | +19.1% | -20.1% | -1.7% |
| 30D | -2.7% | -10.0% | +7.4% | -2.6% |
| 3M | +22.1% | +1.3% | +20.8% | +20.6% |
| 6M | +20.6% | +133.8% | -113.2% | +13.4% |
| YTD | +2.3% | +373.3% | -371.0% | -7.4% |
| 1Y | -0.5% | +256.2% | -256.7% | -9.3% |
| All | +48.9% | +89.8% | -40.9% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling