+25.3%
MTUM vs AEHR
+255.0%
-229.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.1% | -11.3% | 0.0% |
| 7D | +1.7% | +6.7% | -5.0% | +0.6% |
| 30D | -1.7% | -12.7% | +11.0% | -0.5% |
| 3M | -6.3% | -26.0% | +19.7% | -5.2% |
| 6M | +21.8% | +102.2% | -80.4% | +7.2% |
| YTD | +22.0% | +327.2% | -305.2% | -1.0% |
| 1Y | +25.3% | +228.1% | -202.8% | +3.0% |
| All | +25.3% | +255.0% | -229.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling