+114.4%
MTUM vs AEHR
+88.1%
+26.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.2% |
| 7D | +0.7% | +9.8% | -9.1% | -0.3% |
| 30D | -2.4% | -26.7% | +24.3% | +0.3% |
| 3M | -3.6% | -8.1% | +4.4% | -4.7% |
| 6M | +23.7% | +123.1% | -99.4% | +11.8% |
| YTD | +22.9% | +369.0% | -346.1% | +4.1% |
| 1Y | +21.8% | +256.4% | -234.6% | +4.3% |
| 3Y | +114.4% | +96.4% | +18.1% | +74.7% |
| All | +114.4% | +88.1% | +26.4% | +74.7% |
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