+1.5%
MTUM vs AEHR
+2.8%
-1.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.7% |
| 7D | +4.1% | +19.1% | -15.0% | +0.8% |
| 30D | +0.6% | -10.0% | +10.7% | +1.5% |
| All | +1.5% | +2.8% | -1.2% | -0.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling