-38.0%
VG vs AEHR
+626.3%
-664.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.1% | +1.9% |
| 7D | -2.5% | +18.5% | -21.1% | -3.5% |
| 30D | +11.1% | -11.9% | +23.0% | +11.4% |
| 3M | +14.9% | -5.0% | +19.9% | +13.5% |
| 6M | +18.4% | +155.0% | -136.6% | -3.4% |
| YTD | +116.6% | +349.7% | -233.1% | +49.3% |
| 1Y | +9.4% | +260.4% | -251.1% | -21.8% |
| All | -38.0% | +626.3% | -664.3% | -67.4% |
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