+113.0%
VWO vs AEHR
+3,845.4%
-3,732.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | -1.8% | +9.8% | -11.5% | -2.3% |
| 30D | -0.1% | -26.7% | +26.6% | +1.4% |
| 3M | +2.2% | -8.1% | +10.3% | +1.3% |
| 6M | +8.8% | +123.1% | -114.3% | +1.4% |
| YTD | +12.4% | +369.0% | -356.6% | -0.3% |
| 1Y | +15.6% | +256.4% | -240.8% | +3.5% |
| 3Y | +62.5% | +96.4% | -33.8% | +43.6% |
| 5Y | +34.3% | +836.6% | -802.3% | +4.5% |
| All | +113.0% | +3,845.4% | -3,732.4% | +43.0% |
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