+154.0%
NEM vs AEHR
+775.9%
-621.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.9% |
| 7D | -3.3% | +23.0% | -26.3% | -4.7% |
| 30D | +7.8% | -19.9% | +27.8% | +9.0% |
| 3M | +36.3% | +0.5% | +35.7% | +34.1% |
| 6M | +6.6% | +123.6% | -117.0% | -0.6% |
| YTD | +27.1% | +364.6% | -337.5% | +13.8% |
| 1Y | +62.3% | +255.3% | -193.0% | +46.5% |
| 3Y | +245.1% | +89.7% | +155.4% | +201.5% |
| 5Y | +154.0% | +827.9% | -673.9% | +124.0% |
| All | +154.0% | +775.9% | -621.9% | +124.0% |
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 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