+62.4%
MSFT vs AEHR
+126.8%
-64.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.8% | +0.6% |
| 7D | -1.3% | +6.4% | -7.6% | -1.8% |
| 30D | -1.8% | -20.3% | +18.5% | -1.0% |
| 3M | +5.6% | -53.8% | +59.4% | +9.9% |
| 6M | +29.8% | -44.8% | +74.6% | +30.4% |
| YTD | +9.0% | +182.2% | -173.2% | -7.0% |
| 1Y | +4.9% | +174.7% | -169.8% | -10.4% |
| 3Y | +46.2% | +143.5% | -97.3% | +15.8% |
| All | +62.4% | +126.8% | -64.4% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling