+210.9%
PM vs AEHR
+3,845.4%
-3,634.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.7% |
| 7D | +4.7% | +9.8% | -5.1% | +4.6% |
| 30D | +2.6% | -26.7% | +29.3% | +2.8% |
| 3M | +6.6% | -8.1% | +14.7% | +6.5% |
| 6M | +16.5% | +123.1% | -106.6% | +15.0% |
| YTD | +21.2% | +369.0% | -347.8% | +18.4% |
| 1Y | +17.9% | +256.4% | -238.5% | +15.4% |
| 3Y | +129.8% | +96.4% | +33.5% | +125.7% |
| 5Y | +133.0% | +836.6% | -703.6% | +114.7% |
| All | +210.9% | +3,845.4% | -3,634.5% | +153.3% |
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