+477.0%
STM vs AEHR
+484.8%
-7.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.1% | -11.2% | +0.5% |
| 7D | +5.8% | +6.7% | -1.0% | +4.9% |
| 30D | -1.0% | -12.7% | +11.7% | 0.0% |
| 3M | -33.3% | -26.0% | -7.3% | -32.1% |
| 6M | +57.4% | +102.2% | -44.8% | +43.2% |
| YTD | +102.2% | +327.2% | -225.1% | +69.3% |
| 1Y | +99.6% | +228.1% | -128.5% | +69.9% |
| 3Y | +14.5% | +67.0% | -52.5% | -2.8% |
| 5Y | +21.4% | +928.1% | -906.8% | -16.0% |
| 10Y | +695.0% | +3,269.5% | -2,574.6% | +346.6% |
| All | +477.0% | +484.8% | -7.8% | +113.3% |
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 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