+302.3%
NEM vs AEHR
+3,845.4%
-3,543.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | -1.0% | +9.8% | -10.8% | -1.4% |
| 30D | +7.8% | -26.7% | +34.6% | +9.1% |
| 3M | +30.2% | -8.1% | +38.3% | +29.3% |
| 6M | +9.6% | +123.1% | -113.5% | +4.6% |
| YTD | +27.8% | +369.0% | -341.2% | +18.6% |
| 1Y | +60.7% | +256.4% | -195.7% | +50.0% |
| 3Y | +245.3% | +96.4% | +148.9% | +217.2% |
| 5Y | +155.3% | +836.6% | -681.3% | +127.9% |
| All | +302.3% | +3,845.4% | -3,543.1% | +229.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling