+127.0%
AEHR vs CAG
-41.0%
+168.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.2% |
| 7D | +6.4% | -3.3% | +9.7% | +5.0% |
| 30D | -20.3% | +7.7% | -28.0% | -16.9% |
| 3M | -53.8% | -3.2% | -50.6% | -52.9% |
| 6M | -44.8% | +7.0% | -51.8% | -41.2% |
| YTD | +182.2% | -9.0% | +191.2% | +195.3% |
| 1Y | +174.7% | -9.6% | +184.3% | +187.3% |
| 3Y | +143.5% | -36.0% | +179.5% | +147.7% |
| All | +127.0% | -41.0% | +168.0% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling