+311.2%
SPY vs AEHR
+3,808.7%
-3,497.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -2.0% | +23.0% | -25.0% | -3.2% |
| 30D | -1.7% | -19.9% | +18.3% | -0.7% |
| 3M | +4.7% | +0.5% | +4.2% | +3.2% |
| 6M | +12.5% | +123.6% | -111.1% | +4.4% |
| YTD | +11.7% | +364.6% | -352.9% | -1.6% |
| 1Y | +17.5% | +255.3% | -237.9% | +4.5% |
| 3Y | +76.6% | +89.7% | -13.1% | +54.7% |
| 5Y | +82.0% | +827.9% | -745.9% | +41.0% |
| All | +311.2% | +3,808.7% | -3,497.5% | +178.1% |
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