+366.9%
NEM vs AEHR
+515.5%
-148.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.0% | -0.9% |
| 7D | +3.9% | +18.5% | -14.7% | +3.4% |
| 30D | +12.7% | -11.9% | +24.6% | +12.9% |
| 3M | +28.7% | -5.0% | +33.7% | +28.1% |
| 6M | +9.8% | +155.0% | -145.2% | +6.6% |
| YTD | +28.1% | +349.7% | -321.6% | +22.8% |
| 1Y | +69.3% | +260.4% | -191.1% | +62.8% |
| 3Y | +247.7% | +83.6% | +164.1% | +232.3% |
| 5Y | +153.4% | +917.8% | -764.5% | +134.7% |
| 10Y | +291.3% | +3,517.1% | -3,225.9% | +247.8% |
| All | +366.9% | +515.5% | -148.6% | +343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling