+127.5%
PM vs AEHR
+922.4%
-794.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.0% | +1.3% |
| 7D | -1.3% | +18.5% | -19.8% | -1.0% |
| 30D | -2.6% | -11.9% | +9.4% | -2.7% |
| 3M | +5.8% | -5.0% | +10.8% | +6.1% |
| 6M | +10.6% | +155.0% | -144.4% | +11.7% |
| YTD | +17.2% | +349.7% | -332.5% | +19.1% |
| 1Y | +17.6% | +260.4% | -242.8% | +19.4% |
| 3Y | +124.3% | +83.6% | +40.7% | +130.6% |
| All | +127.5% | +922.4% | -794.9% | +133.2% |
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