+484.8%
AEHR vs CAG
+69.1%
+415.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.9% | +14.0% | +13.2% |
| 7D | +6.7% | -3.8% | +10.5% | +7.2% |
| 30D | -12.7% | +3.1% | -15.8% | -13.1% |
| 3M | -26.0% | +23.5% | -49.5% | -28.4% |
| 6M | +102.2% | -14.8% | +117.0% | +105.4% |
| YTD | +327.2% | -5.4% | +332.7% | +326.8% |
| 1Y | +228.1% | -11.8% | +239.9% | +230.1% |
| 3Y | +67.0% | -36.7% | +103.7% | +74.9% |
| 5Y | +928.1% | -40.3% | +968.4% | +972.1% |
| 10Y | +3,269.5% | -37.0% | +3,306.5% | +3,282.7% |
| All | +484.8% | +69.1% | +415.7% | +441.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling