+1,238.2%
VST vs AEHR
+2,876.7%
-1,638.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.6% | +1.3% |
| 7D | +9.9% | +18.5% | -8.7% | +8.6% |
| 30D | +7.9% | -11.9% | +19.8% | +8.5% |
| 3M | +3.4% | -5.0% | +8.4% | +2.3% |
| 6M | -4.1% | +155.0% | -159.1% | -11.5% |
| YTD | -5.7% | +349.7% | -355.4% | -16.4% |
| 1Y | -18.9% | +260.4% | -279.3% | -27.5% |
| 3Y | +359.1% | +83.6% | +275.5% | +302.8% |
| 5Y | +766.9% | +917.8% | -150.9% | +592.6% |
| All | +1,238.2% | +2,876.7% | -1,638.5% | +848.6% |
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